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Gianluca_G_1

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11-09-2017
03:31 AM

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Ill Conditioned Linear Systems - zgelsd is worst than zgesv?

We need to solve a ill conditioned linear system of complex numbers.

Using **zgesvxx** we are able to solve systemd with condition number rcond up to 10^-16 or also 10^-17.

For more crictical cases (rcond lower than 10^-17) we tried to use zgelsd (based on an optimization algorithm),

but it seems **zgelsd **is less performing than zgesvxx.

In other words zgesvxx is able to solve ill conditioned systems that zgelsd is not able to solve and this is a surprise for us.

Where are we wrong? Any suggestion?

Gianluca

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