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Re: Solving large matrix equations

From: Martin Heller
Subject: Re: Solving large matrix equations
Date: Tue, 07 Apr 2009 23:40:17 +0200
User-agent: Thunderbird (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 Octave-Forge.

Thanks to everybody for the responses -- both on the list and via private mail.

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