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