Timeline for solving series of linear systems with diagonal perturbations
Current License: CC BY-SA 2.5
4 events
| when toggle format | what | by | license | comment | |
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| Aug 26, 2010 at 12:54 | comment | added | J. M. isn't a mathematician | As I said, the reason why those LU solvers can manage your large matrices is that they do a preliminary analysis of sparsity pattern before performing the LU decomposition. Blindly triangularizing or pivoting can result in disastrous fill-in, and thus pattern analysis is a crucial step for these LU solvers. | |
| Aug 26, 2010 at 12:47 | comment | added | Fumiyo Eda | Unfortunately, I do need to maintain sparsity or the problem becomes too big to handle. (I am using the KLU package, but I expect that most LU solvers would be able to handle the linear systems I have.) | |
| Aug 26, 2010 at 12:32 | comment | added | J. M. isn't a mathematician | E might be sparse, the Schur decomposition is definitely dense, and computational time and storage can be prohibitive. I'm assuming that E is a large enough matrix that the "LU decomposition" alluded to in the original post is in fact set to do something like the Cuthill-McKee ordering to maintain sparsity in the triangular factors. | |
| Aug 26, 2010 at 12:23 | history | answered | Federico Poloni | CC BY-SA 2.5 |