[R] large linear system - iterative scheme?

[baptiste auguie]

Dear list,


I'm using solve(A,b) to solve (!) a linear system, where A is a large  
(100 x 100) symmetric, dense, complex matrix. The precise structure of  
A is block-Toeplitz, which means that the best algorithm for inversion  
would probably be based on fft.
Anyway, I'm looking for an iterative solver similar to Matlab's GMRES  
(Generalized Minimal Residual) routine as I could use an initial guess  
(I need to slightly change the linear system many times) and specify  
the maximum number of iterations or a level of accuracy to maintain an  
acceptable computation time. Do you know of an R interface to such  
iterative schemes?

Best regards,

baptiste



_____________________________

Baptiste Auguié

School of Physics
University of Exeter
Stocker Road,
Exeter, Devon,
EX4 4QL, UK

Phone: +44 1392 264187

http://newton.ex.ac.uk/research/emag