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This chapter describes functions for solving linear systems. The
library provides simple linear algebra operations which operate directly
on the gsl_vector and gsl_matrix objects. These are
intended for use with “small” systems where simple algorithms are
acceptable.
Anyone interested in large systems will want to use the sophisticated routines found in lapack. The Fortran version of lapack is recommended as the standard package for large-scale linear algebra. It supports blocked algorithms, specialized data representations and other optimizations.
The functions described in this chapter are declared in the header file gsl_linalg.h.