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MathGroup Archive 1997

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Re: Newbie question: big matrix calculations

  • To: mathgroup at smc.vnet.net
  • Subject: [mg9297] Re: Newbie question: big matrix calculations
  • From: dscott at ews.uiuc.edu (Dennis Wayne Scott)
  • Date: Mon, 27 Oct 1997 02:47:07 -0500
  • Organization: University of Illinois at Urbana-Champaign
  • Sender: owner-wri-mathgroup at wolfram.com

UPDATE:

Thanks to all who've written with advice and suggestions...  I must have
a dozen emails over this subject and there's a lot of insight shared in
them.  There're a few suggestions on optimizing my math,  a few on
optimizing my code, and a lot of suggesting that I move on to another system
(or something equivalent).

I use Mathematica because it's handy on my personal computer at home,
and because it's most familiar to me...  I do have other systems available  to
me and I'll become more familiar with them in the near future.

By the way, the program DID come up with the correct solution after
eleven and a half hours with Mathmatica 3.0!!  The program iteratively 
solves a linear matrix...  yeah, I know, "LinearSolve"!!!  Tell it to
the professor...


dscott at ews.uiuc.edu (Dennis Wayne Scott) writes:

>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".

--
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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