Timeline for How to solve this set of equations as efficiently as possible (with "efficiently" measured in FLOPS)?
Current License: CC BY-SA 4.0
6 events
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Jan 3, 2021 at 10:43 | comment | added | Federico Poloni | @Simon For this kind of problem, I'd guess so, but it also depends on how much accuracy you need. As Christopher Wong suggests in a comment, it's a good idea to focus on the starting point instead, if you have to solve many of these problems. | |
Jan 3, 2021 at 10:32 | comment | added | Simon | So basically, it is already as efficient as I can get? | |
Jan 3, 2021 at 10:30 | history | edited | Federico Poloni | CC BY-SA 4.0 |
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Jan 3, 2021 at 10:30 | comment | added | Federico Poloni | @Simon You solve the linear system of equations in (6), right? I wouldn't call it "calculating the Jacobian numerically"; anyhow, that costs $O(n^3)$, it's normal that it is much slower than an $O(n^2)$ iteration of the nonlinear Gauss-Seidel method. Newton takes the cake in cases when you need many iterations of the NGS method. | |
Jan 3, 2021 at 10:26 | comment | added | Simon | I have to calculate the Jacobian numerically, so this makes it quite slow. (look at the paper link I added in the original question) | |
Jan 3, 2021 at 10:23 | history | answered | Federico Poloni | CC BY-SA 4.0 |