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Oct 20, 2012 at 14:45 vote accept Alex Gavrilov
Oct 19, 2012 at 15:47 comment added Dirk I also recommend octave. 10000 x 10000 is doable, although the matrix needs 800MB (if not sparse). On my laptop it takes about a minute to solve a system like this.
Oct 19, 2012 at 15:00 comment added Alex Gavrilov Thank you. I don't have MATLAB at hand; probably I will try Octave for the first.
Oct 19, 2012 at 13:40 history answered Brian Borchers CC BY-SA 3.0