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Solver for symmetric, hermitian, real, sparse Linear System http://forum.alglib.net/viewtopic.php?f=2&t=4309 
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Author:  Pixel_95 [ Fri Nov 08, 2019 4:21 pm ] 
Post subject:  Solver for symmetric, hermitian, real, sparse Linear System 
I have a 2DFEMsimulation and want to solve the linear equation system Ax = b for it. Hence, my matrix is  quadratic  symmetric  hermitian  real  sparse as on https://en.wikipedia.org/wiki/Sparse_matrix Which solver is the best for my matrix? And could you maybe give me a codesnippet of how to code it in C# beginning with: Code: alglib.sparsematrix s; sparsesolvesks(...) works, but is not pretty fast ... 
Author:  Sergey.Bochkanov [ Mon Nov 11, 2019 8:20 am ] 
Post subject:  Re: Solver for symmetric, hermitian, real, sparse Linear Sys 
1. How many variables do you have? 2. How many nonzero elements per entire matrix do you have? 
Author:  Pixel_95 [ Mon Nov 11, 2019 8:56 am ] 
Post subject:  Re: Solver for symmetric, hermitian, real, sparse Linear Sys 
1. around 5000x5000 matrix 2. around 10 nonzeroelements per row 
Author:  Sergey.Bochkanov [ Tue Nov 12, 2019 9:02 am ] 
Post subject:  Re: Solver for symmetric, hermitian, real, sparse Linear Sys 
Did you try sparselu() function? Ideally, you should use Cholesky for positive definite matrices  but presently we do not have sparse Cholesky in ALGLIB, it is planned to be included in version 3.17.0 (we have a lot of stuff in upcoming 3.16.0 which will benefit from sparse Cholesky, so it is of high priority for us). 
Author:  Pixel_95 [ Thu Nov 14, 2019 7:58 am ] 
Post subject:  Re: Solver for symmetric, hermitian, real, sparse Linear Sys 
Yes, Cholesky would be very nice and I am very interested in implementing this to ALGLIB :) 
Author:  Pixel_95 [ Fri Nov 15, 2019 12:43 pm ] 
Post subject:  Re: Solver for symmetric, hermitian, real, sparse Linear Sys 
How do i get a row permutation matrix and a column permutation matrix? 
Author:  Sergey.Bochkanov [ Fri Nov 15, 2019 2:29 pm ] 
Post subject:  Re: Solver for symmetric, hermitian, real, sparse Linear Sys 
alglib::sparselu returns them in parameters p and q, as product of individual permutations (see subroutine comments for exact format) 
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