THis is probably off-topic but I could not find a place to ask this.

I am trying to find an alghorithm that would solve a system of linear equations. I am trying to write a constrained minimization and optimization functions. Using specific methods I am able to express them as unconstrained problems but it requires me to solve two big systems of linear equations.

I have been searching all over the net but cannot find a decent/robust library/alghorithm that would allow me to solve a system of equations of any size.

Do you guys know where would be a good place to ask this question? Perhaps some c++ forums?

Help is gretly appreciated.

Regards,

EPHERE