I want to solve a huge system of equations which is generated using the Finite-Difference-Method. The Problem with that system is that it is badly conditioned and so NSolve
is not able to find solutions.
There are already some posts dealing with that kind of problem:
Solving a linear system with a badly conditioned matrix
Sadly non of that posts can actually help me with my Problem. Because of the size of the system calculating the condition number takes a lot of time and so I'm not able to "prove" that the system is badly conditioned. The final question would be if somebody know a way to solve that equations.