Large Spare matrix inversion
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Hello I m doing a project in FEM, I want to increase the speed of my matlab code. I changed full matrix to sparse which reduced the memory but inverse of such big matrix (65000x65000) is taking time. I have tried gmres, iscstab, inv, backslash? This wasnt effective. Please suggest a method or function or toolbox which will increase the speed of matrix inversion?
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Christine Tobler
le 20 Jan 2020
Do you mean matrix inversion, or solving a linear system? The inverse of a sparse matrix is typically nearly dense, so the inverse of your 65000x65000 matrix would not fit in memory.
If you are solving a linear system A*x = b, backslash is a good start. The iterative solvers can be more effective, although it's likely that you will need to find a good preconditioner for your system matrix (maybe a simplified version of your FEM problem could work?).
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