What is the best method to solve large linear system equation (Ax=b) (A:million~ by million~)
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Youngsuk Jung
2018 年 12 月 5 日
コメント済み: Christine Tobler
2018 年 12 月 6 日
The maxtix A is sparse from finite element analysis.
I have used backslash to solve the equation but I want to reduce the calculation time.
I also tried to use GPU acceleration but there is a memory limitation with Titan xp with 12Gb memory.
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Christine Tobler
2018 年 12 月 5 日
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Bruno Luong
2018 年 12 月 6 日
Why? MATLAB has also a bunch of iterative solvers to chose from: cgs, bicg, gmres, etc...
Christine Tobler
2018 年 12 月 6 日
MATLAB chooses an appropriate direct solver in backslash. Using iterative solvers requires more trial and error, and more knowledge of the original system (as preconditioners are often necessary). For a large, well-conditioned matrix, there can be a significant speed-up compared to backslash, if a suitable iterative solver is used.
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