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Re: Sparse Matrix, Memory Allocation

  • To: mathgroup at
  • Subject: [mg31654] Re: [mg31608] Sparse Matrix, Memory Allocation
  • From: Daniel Lichtblau <danl at>
  • Date: Fri, 23 Nov 2001 05:46:25 -0500 (EST)
  • References: <>
  • Sender: owner-wri-mathgroup at

Inkyu Rhee wrote:
> I have a 70000 by 70000(or more) banded sparse matrix.
> and this matrix will be updated by specific law for 50 loops.
> In each loop, I need to linear solution of this.
> My prblems are:
> I could not specify this matrix:
> K=Table[0,{70000},{70000}];(* Initialize the matrix K *)
> when I trying this in my machines ((1) sun:ram 750M, swap 2665M,
> (2) window:A800mhz, 128Mb),
> machine gives me 'Out of Memory, Exiting'.
> How do you specify this matrix efficiently?
> If this works well, I will update these components of matrix
> using certain law. Then I need to solve the equations.
> Developer`SparseLinearSolve[K,x]
> I tried this part using 10000 by 10000 instead of 70000.
> It also give me 'Out of Memory ...'.
> Thanks for any help,
> I. Rhee

In[3]:= ?Developer`SparseLinearSolve
SparseLinearSolve[smat, vec] solves a sparse linear system; the matrix
smat is
   represented in the form {{i1, j1}->a1, {i2, j2}->a2, ... }, so that
   element at position ik, jk has value ak and all unspecified elements
   taken to be zero.

So we need to get the matrix appropriately formatted. Code below will
generate a tridiagonal matrix, first as three vectors and then put into
the form of a sparse matrix representation.

tridiagonal[n_] := {Table[Random[],{n-1}], Table[Random[],{n}],

toSparseMat[td_] := With[{n=Length[td[[2]]]},
	Join[Table[{i,i+1}->td[[1,i]], {i,n-1}],
	  Table[{i,i}->td[[2,i]], {i,n}],
	  Table[{i+1,i}->td[[3,i]], {i,n-1}]]]

Now we generate a particular example of dimension 100000 .

n = 100000;
td = tridiagonal[n];
smat = toSparseMat[td];
rhs = Table[Random[], {n}];

In[28]:= Timing[soln = Developer`SparseLinearSolve[smat, rhs];]
Out[28]= {78.42 Second, Null}

A bit slow perhaps but it seems to work.

Daniel Lichtblau
Wolfram Research

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