[R] [OT] Inverting sparse matrices

[Stuart Luppescu]

Sorry for the way off-topic post, but this list has the highest
concentration of statistical computing gurus anywhere.

I'm looking for a C routine for efficiently inverting large, sparse
matrices (at least 6000 x 6000 and potentially as large as 20,000 x
20,000 with perhaps 80% of the off-diagonal elements empty). 

I looked in 
http://gams.nist.gov/serve.cgi/Class/D2a4/
but I have no way of evaluating which of the routines on this page would
be fastest, most efficient and most accurate. Can anyone give me some
guidance?

Thanks very much.
-- 
Stuart Luppescu -=- s-luppescu at uchicago.edu        
University of Chicago -=- CCSR 
$B:MJ8$HCRF`H~$NIc(B -=-    Kernel 2.4.18-xfs                
You have the power to influence all with whom you
 come in contact. 
 

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