Re: [ublas] Nonlinear Conjugate Gradient Method

From: Gunter Winkler (guwi17_at_[hidden])
Date: 2006-10-25 10:15:36

On Wednesday 25 October 2006 03:32, Fred wrote:
> In truth, I'm trying to solve linear and nonlinear sparse systems as fast
> as possible because my program repeat this operation many times.

You should have a look at super-LU (http://crd.lbl.gov/~xiaoye/SuperLU/). If 
you have to solve multiple times with the same matrix super-LU is in most 
cases the fastest solver. If your matrix only changes slightly you can at 
least use the decomposition of a fixed matrix as preconditioner for CG. 

Mail me, if you succeed to use compressed_matrix<double, row_major> together 
with super LU - this is quite high on my wish list, but I had no time to 
implement it, yet.

mfg
Gunter

PS: The speed of your solver depends more on the quality of the preconditioner 
than on the speed of your computer.