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solving large sparse system in Mathematica

• To: mathgroup at smc.vnet.net
• Subject: [mg83630] solving large sparse system in Mathematica
• From: "Tugrul Temel" <temelt at xs4all.nl>
• Date: Mon, 26 Nov 2007 03:47:49 -0500 (EST)

Dear All,
 
I have a very large sparse linear system and want solve it using "Least
Squares". The linear system is of dimension (10000, 10000) and therefore I
encounter matrix multiplication of large systems.
 
I want to know which algorithms are best in terms of speed and accuracy.

Regards,
Tugrul