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Ublas : |
From: Jens Seidel (jensseidel_at_[hidden])
Date: 2008-03-06 10:15:44
On Thu, Mar 06, 2008 at 03:54:10PM +0100, Jonas wrote:
> On Thu, Mar 6, 2008 at 3:11 PM, Jens Seidel <jensseidel_at_[hidden]> wrote:
> > On Thu, Mar 06, 2008 at 02:32:50PM +0100, Jonas wrote:
> > > Which library/solver (that has uBLAS bindings, preferrably) would you
> > > recommend for solving a very sparse, real system Ax = b with size on
> > > the order of 10^5? My initial guess from monitoring the list would be
> > > umfpack. Would that be a good candidate?
>
> I forgot to mention that the system is overdetermined, if that is of
> any help. BTW, sorry for top-posting.
This means it is non square (n x m, more rows than columns), right?
If it has much fewer columns (m) one could easily multiply the system with
the transposed matrix to get a square m x m matrix. Would this matrix have
maximal rank, only positive eigenvalues? If yes, I would suggest
starting with a simple conjugate gradient (CG) method.
How much do n and m differ? If both are of the order 10^5 than it is
already too large for Cholesky or Gaussian elimination.
Mmh, to be honest I mainly know solvers for symmetric, positive definite
matrices, resulting from PDE discretisations. The orign of a matrix is
also nearly always important to properly solve it.
Jens