フィルターのクリア

Solving large linear system AQ^{-1}A'X = B

1 回表示 (過去 30 日間)
Bayes
Bayes 2015 年 6 月 10 日
編集済み: Bayes 2015 年 6 月 10 日
Suppose that A is a m by n full row rank sparse matrix, and Q is an n by n symmetric positive definite sparse matrix with m<n. Besides, m is about 10^5, and n is about 10^6. There is no other special structure for A and Q (i.e., not circulant, not Toeplitz, etc.). Besides, Q is always changing when it has different values for its parameters. I need to solve the linear system AQ^{-1}A'X=B for X on my Mac many times, where B is an m by m matrix.
Here is what I tried:
1. [R1, p1, s1] = chol(Q, 'vector');
2. R1A(s1, :) = R1'\A(:,s1)'; % this step most of the time fails for some Q, with my Mac frozen.
3. X1 = factorize(R1A'*R1A)\B; % factorize is a function in SuiteSparse package.
Besides, I also tried to run the second line in a for loop or a parfor loop but it runs very slow, and it also make my Mac died. I tried to use UMFPACK package, and it can not solve this problem on my MAC. I preferred the direct solver. Any suggestions will be appreciated.
Thanks, Pulong

回答 (0 件)

カテゴリ

Help Center および File ExchangeSparse Matrices についてさらに検索

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by