Fast solver of linear equation system - 未名空间MITBBS历史存档

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Fast solver of linear equation system

Fast solver of linear equation system# Computation - 科学计算

t*n2003-07-09 07:07

1 楼

Any one has experience of solving a linear equation system with
block tridiagonal matrix? I really need a fast solver. Currently
I'm using Gauss elimination method.

c*e2003-07-09 07:07

2 楼

if spd, cg ;
otherwise, gmres.
I heard there is a new method found recently good for general linear systems
which is better than gmres, no idea about details.

【在 t****n 的大作中提到】

: Any one has experience of solving a linear equation system with
: block tridiagonal matrix? I really need a fast solver. Currently
: I'm using Gauss elimination method.

b*y2003-07-09 07:07

3 楼

For direct methods, platform optimized BLAS and LAPACK are
very fast.

【在 t****n 的大作中提到】

: Any one has experience of solving a linear equation system with
: block tridiagonal matrix? I really need a fast solver. Currently
: I'm using Gauss elimination method.

t*n2003-07-09 07:07

4 楼

Well, I wrote a code myself, with a house-cooked matrix manipulation
subroutine. Recently I tried the Intel Math Kernel's BLAS and LAPACK
souboutine. Unfortunately, no gain.

【在 b*****y 的大作中提到】

: For direct methods, platform optimized BLAS and LAPACK are
: very fast.

t*t2003-07-09 07:07

5 楼

If the dimension is really really big, you might try
some sparse solver. I use the SparsKit here:
http://www-users.cs.umn.edu/~saad/
in my research and it suits my needs.

【在 t****n 的大作中提到】

: Any one has experience of solving a linear equation system with
: block tridiagonal matrix? I really need a fast solver. Currently
: I'm using Gauss elimination method.