faster leftdivide given prior information
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REDI PONI
le 16 Déc 2019
Commenté : Christine Tobler
le 17 Déc 2019
Hi,
Among other calculation in my code there is a part where i use :
c=A\b;
Where A is sparse diagonal matrix (~100k x 100k) .
I am not sure whether checking of the matrix A properties takes considerable time or not.
Given that i already know that A is diagonal, is it possible to speed up the computation and avoid checkups for choosing solver?
thanks in advance,
redi
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Steven Lord
le 16 Déc 2019
The linsolve or decomposition functions may be of interest to you. decomposition may be particularly beneficial if you're solving multiple systems with the same A matrix.
Though if you're certain A is a diagonal matrix, I'd probably try calling diag then using element-wise division between b and that diagonal (or if possible skipping creating A altogether and just create its diagonal as a vector instead.)
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Christine Tobler
le 17 Déc 2019
Note linsolve only supports dense matrices, so wouldn't be ideal here. In general, decomposition can be used to skip some input checking in A\b. But I agree for a diagonal matrix, the cheapest will be to just compute the diagonal vector d (as a column vector, e.g. by call d = diag(A)) and call d.\b instead.
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