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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...


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