Large linear system
in [Matlab]
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From: Frank on 5 Jul 2010 13:34 Hi, I need to solve a linear system Ax=b with A being fat and sparse. However, the size of the matrix is very large. How can I solve x efficiently, such as using some iterative methods? Furthermore, are there any methods to solve the out of memory problem, for example, storing the nonzero elements of A? Thanks a lot. Frank
From: John D'Errico on 5 Jul 2010 13:52 "Frank " <allinone_2003(a)yahoo.com.hk> wrote in message <i0t52c$dfo$1(a)fred.mathworks.com>... > Hi, > > I need to solve a linear system Ax=b with A being fat and sparse. However, the size of the matrix is very large. How can I solve x efficiently, such as using some iterative methods? Furthermore, are there any methods to solve the out of memory problem, for example, storing the nonzero elements of A? > You need to spend some time reading the manual, if you are solving large linear systems in matlab and you don't know how to use sparse matrices in matlab. help sparse help slash John
From: Marcus M. Edvall on 5 Jul 2010 17:39 Hi Frank, TLSQR in the TOMLAB Base Module is usually quite efficient for this problem type. Best wishes, Marcus Tomlab Optimization Inc. http://tomsym.com/ http://tomdyn.com/
From: Matt J on 5 Jul 2010 18:30 "Frank " <allinone_2003(a)yahoo.com.hk> wrote in message <i0t52c$dfo$1(a)fred.mathworks.com>... > Hi, > > I need to solve a linear system Ax=b with A being fat and sparse. However, the size of the matrix is very large. How can I solve x efficiently, such as using some iterative methods? Furthermore, are there any methods to solve the out of memory problem, for example, storing the nonzero elements of A? ============= See here for a recent related thread http://www.mathworks.com/matlabcentral/newsreader/view_thread/285174
From: Steven Lord on 5 Jul 2010 22:47 "Frank " <allinone_2003(a)yahoo.com.hk> wrote in message news:i0t52c$dfo$1(a)fred.mathworks.com... > Hi, > > I need to solve a linear system Ax=b with A being fat and sparse. However, > the size of the matrix is very large. How can I solve x efficiently, such > as using some iterative methods? Furthermore, are there any methods to > solve the out of memory problem, for example, storing the nonzero elements > of A? There's a list of a few sparse iterative methods in the help text for the sparse functions: help sparfun Most require the coefficient matrix to be square, but LSQR does not. -- Steve Lord slord(a)mathworks.com comp.soft-sys.matlab (CSSM) FAQ: http://matlabwiki.mathworks.com/MATLAB_FAQ To contact Technical Support use the Contact Us link on http://www.mathworks.com
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