Newbie question: big matrix calculations

*To*: mathgroup at smc.vnet.net*Subject*: [mg9253] Newbie question: big matrix calculations*From*: dscott at ews.uiuc.edu (Dennis Wayne Scott)*Date*: Fri, 24 Oct 1997 01:01:06 -0400*Organization*: University of Illinois at Urbana-Champaign*Sender*: owner-wri-mathgroup at wolfram.com

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...