title: How can this linear solver be linked within Mathematica?
body: <p>Here is a good linear solver named <a href="http://www.tacc.utexas.edu/tacc-projects/gotoblas2" rel="nofollow">GotoBLAS</a>. It is available for download and runs on most computing platforms. My question is, is there an easy way to link this solver with the Mathematica kernel, so that we can call it like LinearSolve?  One thing most of you may agree on for sure is that if we have a very large Linear system then we better get it solved by some industry standard Linear solver. The inbuilt solver is not meant for really large problems.</p>
  
  <p>Now that Mathematica 8 has come up with better compilation and library link capabilities we can expect to use some of those solvers from within Mathematica.  The question is does that require little tuning of the source code, or you need to be an advanced wizard to do it.  Here in this forum we may start linking some excellent open source programs like GotoBLAS with Mathematica and exchange our views. Less experienced people can get some insight from the pro users and at the end we get a much stronger Mathematica. It will be an open project for the ever increasing Mathematica community and a platform where these newly introduced capabilities of Mathematica 8 could be transparently documented for future users. </p>
  
  <p>I hope some of you here will give solid ideas on how we can get GotoBLAS running from within Mathematica.  As the newer compilation and library link capabilities are usually not very well documented, they are not used by the common users very often. This question can act as a toy example to document these new capabilities of Mathematica. Help in this direction by the experienced forum members will really lift the motivation of new users like me as well as it will teach us a very useful thing to extend Mathematica's number crunching arsenal.</p>