We have a problem that leads to a system of linear eqations which has to be solved numerically. Unfortunately, we don't know a convenient way to do that. Still, since our problem seems to be a common one, we believe that there are algorithms specially designed for it.
Do you know a fitting algorithm? Do you know an implementation in c++? That would help us a lot!
http://pdfcast.org/pdf/linalgproblem (Document has three pages)
PS: I'm afraid this question may be inappropriate for MathOverflow. If so, I'm sorry. I didn't want to bother anybody.