Mathematica 9 is now available
Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
1997
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 1997

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: Newbie question: big matrix calculations

  • To: mathgroup at smc.vnet.net
  • Subject: [mg9285] Re: Newbie question: big matrix calculations
  • From: weber at math.uni-bonn.de (Matthias Weber)
  • Date: Mon, 27 Oct 1997 02:46:56 -0500
  • Organization: RHRZ - University of Bonn (Germany)
  • Sender: owner-wri-mathgroup at wolfram.com

In article <62pdm5$ab5 at smc.vnet.net>, dscott at ews.uiuc.edu (Dennis Wayne
Scott) wrote:

> 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.
                      ******************
> 

Without knowing how to speed up your computation, I can only warn you to
use Mathematica 2.2 on this problem. There is a bug in this version
(reported and verified by WRI) with large sparse linear systems and
machine sized numbers (producing wrong results). THIS bug has been
corrected in version 3.0.

Best,
Matthias Weber


  • Prev by Date: Re: Newbie question: big matrix calculations
  • Next by Date: printing eps-graphics on postscript printer
  • Previous by thread: Re: Newbie question: big matrix calculations
  • Next by thread: Finding "start directory" with Mathematica 3.0 ?