Hi,
I thinking of replacing a bit of FORTRAN (cernlib mathlib) code that is beeing used to solve ill conditioned systems of linear equations of the form
Ax=b,
A a mxn matrix (typically 100x2000)
x a 1xm vector
and
b a 1xn vector.
with c++ code. Could I expect good performance with the ROOT linear packages using for example SVD to solve the problem?
cheers
Joa