Solving large linear system AQ^{-1}A'X = B
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Suppose that A is a m by n full row rank sparse matrix, and Q is an n by n symmetric positive definite sparse matrix with m<n. Besides, m is about 10^5, and n is about 10^6. There is no other special structure for A and Q (i.e., not circulant, not Toeplitz, etc.). Besides, Q is always changing when it has different values for its parameters. I need to solve the linear system AQ^{-1}A'X=B for X on my Mac many times, where B is an m by m matrix.
Here is what I tried:
1. [R1, p1, s1] = chol(Q, 'vector');
2. R1A(s1, :) = R1'\A(:,s1)'; % this step most of the time fails for some Q, with my Mac frozen.
3. X1 = factorize(R1A'*R1A)\B; % factorize is a function in SuiteSparse package.
Besides, I also tried to run the second line in a for loop or a parfor loop but it runs very slow, and it also make my Mac died. I tried to use UMFPACK package, and it can not solve this problem on my MAC. I preferred the direct solver. Any suggestions will be appreciated.
Thanks, Pulong
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Linear Algebra dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!