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## Re: Solving large matrix equations

**From**: |
Jaroslav Hajek |

**Subject**: |
Re: Solving large matrix equations |

**Date**: |
Tue, 7 Apr 2009 14:52:57 +0200 |

On Tue, Apr 7, 2009 at 9:55 AM, Martin Heller <address@hidden> wrote:
>* I am new to Octave and am trying to write a function for differentiating*
>* some*
>* data based on this paper:*
>* <http://math.lanl.gov/Research/Publications/Docs/chartrand-2007-numerical.pdf>*
>
>* My attempt is shown below and it seems to work but my data sets contain*
>* 10000-15000 points which is too much for Octave to handle when solving*
>* the problem using my simple minded approch.*
>
>* I was wondering if there is a standard way to solve large matrix problems in*
>* Octave that I could take advantage of? At the moment I just feed smaller*
>* chunks of data to my function and this gets the job done.*
>
Since your H matrix is full, you're solving a full system using
LAPACK, and 10000 is really too much, at least for a typical computer.
My advice is you avoid forming of the matrix H explicitly and rather
express its action on a vector via a function (K should be doable with
cumsum and D with diff). Then you'll be able to feed the function into
pcg and get your solution.
--
RNDr. Jaroslav Hajek
computing expert & GNU Octave developer
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz