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I have a question regarding linear equation solvers. For a specific 9x9 diagonal matrix, every method I tried in C++ (Gaus, GCC, BICGTAB ) wouldn't work, although these methods would work fine for different matrices. In Mathematica LinearSolve gave a solution for this matrix.

So my question is: What type of solver does Mathematica use in LinearSolve?

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How on earth can any solver fail on a diagonal matrix? –  Rahul Mar 12 '14 at 21:10
It is not diagonal matrix how edit gpap but 9-diagonal matrix from FEM discretization. –  user7489 Mar 13 '14 at 10:22

1 Answer 1

up vote 9 down vote accepted

From the Documentation on Numerical Implementation:

  • Machine-precision matrices are typically converted to a special internal representation for processing.
  • SparseArray with rules involving patterns uses cylindrical algebraic decomposition to find connected array components. Sparse arrays are stored internally using compressed sparse row formats, generalized for tensors of arbitrary rank.
  • For dense arrays, LAPACK algorithms extended for arbitrary precision are used when appropriate.
  • BLAS technology is used to optimize for particular machine architectures. LUDecomposition, Inverse, RowReduce, and Det use Gaussian elimination with partial pivoting. LinearSolve uses the same methods, together with adaptive iterative improvement for high-precision numbers.
  • For sparse arrays, LinearSolve uses UMFPACK multifrontal direct solver methods and with Method->"Krylov" uses Krylov iterative methods preconditioned by an incomplete LU factorization. For high-precision numbers, it uses adaptive iterative improvement methods. Eigenvalues and Eigenvectors use ARPACK Arnoldi methods.
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