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3
votes
1answer
120 views

solving a linearly-constrained sparse linear least-squares problem

[ question reposted from http://math.stackexchange.com/questions/786612/solving-a-linearly-constrained-sparse-linear-least-squares-problem ] Given the system of equations $Ax=b$, subject to $Cx\le ...
3
votes
2answers
179 views

Methods for solving linear systems

This is such a basic topic but there are so many different methods proposed for solving a linear system of equations. I recently found a very good source but couldn't really make sense of all the ...
7
votes
3answers
234 views

Sort of problems where SOR is faster than Gauss-Seidel?

Is there any simple rule of thumb to say if it is worth to do SOR instead of Gauss-Seidel? ( and possible way how to estimate realxation parameter $\omega$) I mean just by looking on the matrix, or ...
5
votes
0answers
93 views

Updating matrix diagonal with Woodbury matrix identity and maintaining numerical accuracy

I have a dense matrix A and its corresponding inverse $A^{-1}$. The Woodbury matrix identity states: $$ (A + UCV)^{-1} = A^{-1} - A^{-1}U(C^{-1} + VA^{-1}U)^{-1}VA^{-1} $$ I wish to perform small ...
1
vote
1answer
480 views

Vortex Panel Method implementation

I'm trying to understand and implement panel methods for a two-dimensional airfoil. I haven't found yet a very detailed explanation on how to implement it, and there are some things I don't' still ...
2
votes
1answer
145 views

SPD matrices with right hand sides

I'm looking for sparse SPD matrices with right hand side? There is UF collection of sparse matrices , however, I'm not sure how do I search of the matrices of these kind efficiently ( I'm doing a ...
6
votes
4answers
1k views

Best choice of solver for a large sparse symmetric (but not positive definite) system

I am presently working on solving very large symmetric (but not positive definite) systems, generated by some certain algorithms. These matrices have a nice block sparsity which can be used for ...
4
votes
3answers
199 views

PRIMA gives an unstable result?

I am working with Modified Nodal Admittance representation of circuits. I am doing Model Order Reduction using PRIMA on MATLAB. I am considering these circuits as Descriptor State-Space systems. I ...
10
votes
1answer
232 views

Solving huge dense linear system?

Is there any hope in solving the following linear system efficiently with an iterative method? $A \in \mathbb{R}^{n \times n}, x \in \mathbb{R}^n, b \in \mathbb{R}^n \text{, with } n > 10^6$ ...
5
votes
2answers
418 views

Largest invertible dense matrix with standard solvers such as Lapack

I have a matrix which is complex symmetric. It is around 50,000 elements per side. It is a Method of Moments matrix. Is it feasible to use a standard direct solver such as Lapack to do a matrix ...