Re: Newbie question: big matrix calculations
- To: mathgroup at smc.vnet.net
- Subject: [mg9325] Re: [mg9253] Newbie question: big matrix calculations
- From: jpk at max.mpae.gwdg.de
- Date: Sat, 1 Nov 1997 03:33:16 -0500
- Sender: owner-wri-mathgroup at wolfram.com
Hi Dennis, since the time for a matrix inversion is proportional N^3 it will need at least 400 times longer for a 100x100 matrix. Try to reformulate the matrix inversions with LUDecomposition[] and LUBackSubstitution[] will reduce Your computation time a bit. Hope that helps Jens > This is the first time I've ever been in this newsgroup, so please try > to excuse anything I do/say that's silly to the experts... > > I have three 100x100 sparse (diagonal) matrices (matrxD, matrxU, and > matrxL) and three 100x1 matrices (b, x2, and x1), and I'm performing > several operation on them: > > x2 = -Inverse[matrxD].(matrxL+matrxU).x1+Inverse[matrxD].b; > > I have to do it MANY, MANY times... with a 5x5 matrix it takes a few > minutes, but with a 100x100 it takes longer than eight hours (and still > running). Does anyone (offhandedly) know of a way to reduce the time > this takes for Mathematica to solve? > > I'm using a P133 and Mathematica 2.2. > > The entire hunk of code is viewable at: > http://www.cen.uiuc.edu/~dscott/PartB.gif solved for a 5x5 matrix > "size". > > PS-I've already tried decreasing the "accrcy" and changing my initial > "guess"... > > Thanks! > > -- > Dennis W. Scott, Jr. > University of Illinois at Urbana dscott at ews.uiuc.edu > ---------------------------------------------------------------- > Aspiring Electrical Engineer "I want to know God's > thoughts... >
