LinearSolve - consumption time for square and rectangular matrices

*To*: mathgroup at smc.vnet.net*Subject*: [mg44013] LinearSolve - consumption time for square and rectangular matrices*From*: kujanp at fel.cvut.cz (Petr Kujan)*Date*: Fri, 17 Oct 2003 05:14:44 -0400 (EDT)*Sender*: owner-wri-mathgroup at wolfram.com

Hello MathGroup, I don't know about big difference in consumption time in LinearSolve[] with square/rectangular matrices. I am using Mathematica 5.0, PC: Duron 750, W2k Here is example. (*************************** 1.) very fast: input matrices are square {200,200} and rectangular {200,10} In[1]:= *) SeedRandom[1]; A = Table[Random[],{200},{200}]; B = Table[Random[],{200},{10}]; LinearSolve[A,B];//Timing (* Out[1]= {0.03 Second,Null} 2.) lots slower: input matrices are rectangular {201,200}, {201,10} - Overdetermined In[2]:= *) SeedRandom[1]; A = Table[Random[],{201},{200}]; B = Table[Random[],{201},{10}]; LinearSolve[A,B];//Timing (* Out[2]= {0.761 Second,Null} In[3]:= 0.761/.03 Out[3]= 25.3667 ***************************) I expect more difficult computation, but not so difficult. Where is problem? Exists some option Method for LinerSolve[] or another trick? Thank in advance for all your help. Best regards, Petr.