linear system solver

[Brian Gough]

Vitaliy Feoktistov writes:
 > I search for a quick and quality linear system solver (C/C++ code)
 > like A*X = B, X - unknown vector of size D = 20,...,300.
 > Could you point out such kind of solver, please ?

There are about 8 different solvers described in the "Linear
Algebra" chapter of the GSL Reference Manual.  The most
suitable one depends on the properties of the matrix A.

For general square matrices the LU method is simplest, and
there is an example program for it in the chapter.

You can buy a printed copy of the manual from my website:
 http://www.network-theory.co.uk/gsl/manual/

regards

-- 
Brian