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A better direct sparse solver for linear system with a positive definite matrix
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| I am searching for a better direct sparse solver for linear system with
a positive definite matrix. I am currently using skyline storage along
with cholesky decomposition. Is there a better alogrithm?
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| Victor Eijkhout 2006-05-28, 8:04 am |
| yuwb <wenbin.yu@usu.edu> wrote:
> I am searching for a better direct sparse solver for linear system with
Better than what?
> a positive definite matrix. I am currently using skyline storage along
> with cholesky decomposition. Is there a better alogrithm?
Permute your matrix first with multiple minimum degree or so.
Personally, I would use any of a number of free packages (SuperLU,
Mumps, Spooles, Umfpack, .... Saves you mountains of coding, and it's
most likely going to be ten times faster than you could do anyway.
Victor.
--
Victor Eijkhout -- eijkhout at tacc utexas edu
ph: 512 471 5809
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| I used RCM to reorder the matrix. I want it better than the skyline
storage + modified cholesky decomposition without sqare rooting the
diagonal terms.
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| Tim,
Can you point to some of these documents? Thanks!
Tim Prince wrote:
> yuwb wrote:
> As some of the more evident answers to this question are well
> documented, I must assume you are rejecting them as a matter of opinion.
> Or, does your spelling of that last word have a tricky meaning?
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