Timeline for Efficient solution of huge sparse linear system
Current License: CC BY-SA 3.0
9 events
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| Feb 11, 2020 at 9:44 | answer | added | user21 | timeline score: 4 | |
| Apr 13, 2017 at 12:56 | history | edited | CommunityBot |
replaced http://mathematica.stackexchange.com/ with https://mathematica.stackexchange.com/
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| Nov 16, 2015 at 10:46 | comment | added | mmal |
I suppose that one solution would be to explicitly call Pardiso solver from Fortran and use LibraryLink. I'll try to experiment with that later today.
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| Nov 16, 2015 at 9:02 | comment | added | mmal |
@DanielLichtblau Yes, $A$ is constructed as SparseArray object. @J.M. Yes I've seen that, I'm calling FindRoot with specified Jacobian function FindRoot[F[X], {X, X0}, Method -> {"Newton", "StepControl" -> "LineSearch", "UpdateJacobian" -> 1}, Jacobian :> J[X], AccuracyGoal -> 10, PrecisionGoal -> 10] with F and J a 'black box' functions.
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| Nov 16, 2015 at 3:11 | comment | added | J. M.'s missing motivation♦ | Have you seen this? | |
| Nov 15, 2015 at 22:36 | comment | added | Daniel Lichtblau |
Is A constructed as an explicit SparseArray? If not, try making it one to see if that improves on memory use and/or LinearSolve speed.
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| Nov 15, 2015 at 19:37 | history | tweeted | twitter.com/StackMma/status/665976826011996160 | ||
| Nov 15, 2015 at 17:47 | history | edited | mmal | CC BY-SA 3.0 |
Added links with test case.
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| Nov 15, 2015 at 17:21 | history | asked | mmal | CC BY-SA 3.0 |