
From:  Martin Heller 
Subject:  Re: Solving large matrix equations 
Date:  Tue, 07 Apr 2009 23:40:17 +0200 
Useragent:  Thunderbird 2.0.0.21 (X11/20090318) 
Jaroslav Hajek wrote:
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.
Thanks for this. I will see if I can get it working and then submit the function to OctaveForge.
Thanks to everybody for the responses  both on the list and via private mail.
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