       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:=
*)

SeedRandom;
A = Table[Random[],{200},{200}];
B = Table[Random[],{200},{10}];
LinearSolve[A,B];//Timing

(*
Out=
{0.03 Second,Null}

2.) lots slower:
input matrices are rectangular {201,200}, {201,10} - Overdetermined

In:=
*)

SeedRandom;
A = Table[Random[],{201},{200}];
B = Table[Random[],{201},{10}];
LinearSolve[A,B];//Timing

(*
Out=
{0.761 Second,Null}

In:=
0.761/.03

Out=
25.3667
***************************)

I expect more difficult computation, but not so difficult.

Where is problem? Exists some option Method for LinerSolve[] or another
trick?