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Solving large (500x500) system of lin.eqs. in Mathematica

  • To: mathgroup at smc.vnet.net
  • Subject: [mg17726] Solving large (500x500) system of lin.eqs. in Mathematica
  • From: Jan Krupa <krupa at alpha.sggw.waw.pl>
  • Date: Tue, 25 May 1999 02:15:12 -0400
  • Organization: http://news.icm.edu.pl/
  • Sender: owner-wri-mathgroup at wolfram.com

How to solve system of linear equations (500x500, tridiagonal) in
Mathematica3.0.

Which method will be faster:
using
1.  Solve
2.  LinearSolve
3. own implementations e.g. Gauss-Seidel iterative method ?

For small system e.g. 40x40 the build in functions Solve, LinearSolve
are much, much faster
than my Gauss-Seidel iterative method. Should I expect that well
implemented
Gauss-Seidel iterative method is faster than Solve ?

May be ADI method would be more proper?

May be in Mathematica4.0 are some packages or built in functions for
fast solving
large systems of equations?



Jan



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