I need a class to get a Matrix n x n and a vector n x 1 and solve the linear equations using Parallel processing.
There should be option to choose between different methods such as (SVD, conjugate gradient,...) for choosing best performance.
It might use all the CPU cores for that. It might works on both sparse and non-sparse matrix.
My normal data set is 512 x 512, but you can work on your sample data set and I can test mine whenever you deliver the project.