forum.alglib.nethttp://forum.alglib.net/ Solver for symmetric, hermitian, real, sparse Linear Systemhttp://forum.alglib.net/viewtopic.php?f=2&t=4309 Page 1 of 1

 Author: Pixel_95 [ Fri Nov 08, 2019 4:21 pm ] Post subject: Solver for symmetric, hermitian, real, sparse Linear System I have a 2D-FEM-simulation 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_matrixWhich 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 non-zero 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 matrix2. around 10 non-zero-elements 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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