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Hi,
I'm new to ALGLIB, but first let me say it is an astounding piece of work! I am thoroughly impressed with all the work that has gone into it.
Recently I have been implementing Kriging algorithms, and I wanted to get an opinion on using RBF for interpolation rather thank Kriging. I'm a bit of a newbie on the math involved, so I wanted to defer to someone who has more experience with the trade-offs before making a decision on an algorithm going forward.
That being said, I stumbled upon ALGLIB looking for a way to more efficiently perform LU-Decomposition and Ax=b solving for my Kriging implementation.
Thanks again!
Best Regards,
Jon
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