Re: [ublas] Matrix Size/ Memory

From: Gunter Winkler (guwi17_at_[hidden])
Date: 2008-01-27 15:34:03

nisha kannookadan schrieb:
> Hi everybody
>
> Thank you for all the advices.
>
>   
>> BTW: What are you going to do with such a large matrix? If you plan to 
>> do linear algebra you should use sophisticated compression 
>> techniques ...
>>     
>
> I compute option prices for multi-dimensional assets on a sparse grid with FEM-and for dimension 5 the  matrix gets quite huge, but it will be cut later :).
>   
>
You should have a look at: http://www.hlib.org/

Do you know the research group of Prof. Griebel 
(http://wissrech.ins.uni-bonn.de/main/). I heard some talks of his 
students explaining how to handle high dimensional systems.

And I heards a talk of Prof. Matthies about:

Hermann.G. Matthies, Andreas Keese, /Multilevel Methods for Stochastic 
Systems/, Proceedings of the 2nd European Conference on Computational 
Mechanics, Krakau, 2001.

may be there are already new results availaible.

HTH
Gunter