Questions tagged [linear-solver]

Referring to methods for solving linear systems of equations.

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99 views

Writing a non-square linear system in standard form $A\cdot{x}=b$

I have spend the last few days working my way through an interesting paper and I'm building a numerical model so I can apply the method. However, I am getting stuck at an "it can be shown" step. I am ...
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1answer
2k views

Iteratively solving 3D Poisson equation in MATLAB

I have written a function that sets up a sparse matrix A and RHS b for the 3D Poisson equation in a relatively efficient way. The set-up is nothing fancy: I have extended the 2D 5-point stencil to an ...
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1answer
89 views

Iterative single variable solutions in large linear systems

I have a system where $A$ is a large $n\times n$ marix with fast MVMs. It may have many nonzero entries (albeit in a structured way so as to allow fast MVMs), and is not necessarily diagonally ...
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1answer
271 views

Test matrices for large sparse overdetermined system of linear equations

I'm working on some c++ code to solve (conjugate gradient, least squares conjugate gradient, LSQR,..) large sparse overdetermined systems of linear equations. There is a twist to my matrices and the ...
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101 views

Optimization based integration for MPM

I'm considering implementing (just for simplicity) the unconstrained implicit optimization based integration for Material Point Method as described in Chenfanfu Jiang's thesis on MPM (the minimization ...
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197 views

Fast solution of a heptadiagonal linear system

I have a linear system of the form $\mathbf{A}\mathbf{x} = \mathbf{f}$. If the length of the vector $\mathbf{x}$ is $N$, meaning that there are $N$ unknowns, then the matrix $\mathbf{A}$ has seven ...
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88 views

QR via Householder: less computationally complex variants?

I'm a probabilist and need to do a few computations for a rather big linear least squares problem, so I'm trying to optimize the computation as far as is feasible to me. In computing the QR ...
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1answer
126 views

Regarding impractical usage of direct solvers of linear systems [closed]

Since the computational complexity of direct elimilation methods for solving linear systems is $O(n^3)$, it's not practical when the number of dofs is large. But how large would you call it a large ...
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1answer
229 views

Is lapack getri numerically the same as getrs with identity matrix as RHS?

I was just wondering, in case of computing B=inv(A), suppose I is the identity matrix (diagonal), After obtaining the ...
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2answers
143 views

How is the dense system usually dealt with in spectral method?

Unlike finite element (FEM) or finite difference methods (FDM), where the original PDE is transformed into a sparse linear system, spectral methods return a dense linear system. For a large system, it'...
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1answer
150 views

Optimization with Yalmip [closed]

I would like to solve in Matlab the following optimization problem $$\begin{array}{ll} \text{maximize} & \bigg\| \displaystyle\sum_{l=1}^{2}\alpha_l \int_{\tau_{m+l-1}}^{\alpha_1\tau_m+\alpha_2\...
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2answers
220 views

Solving systems of linear equations with cyclic bidiagonal matrix

I am looking for a good numerical method to solve a linear system (of small/moderate size) with a matrix of the form $$ \begin{bmatrix} a_1 & b_1\\ & a_2 & \ddots \\ & & \ddots &...
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84 views

What does it take to prove that a multigrid algorithm scales linearly with system size?

It is my understanding that the multigrid solution techniques are generally the preferable method to solve large Poisson problems. Now assume I have written a multigrid solver that is tailored to my ...
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1answer
652 views

Thomas algorithm for 3D finite difference

For 1D finite difference, the resulting linear system is tri-diagonal and can be solved in O(n) using the Thomas algorithm. I am trying to solve a finite ...
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1answer
149 views

Difference between explicit and implicit preconditioning

What is the difference between an explicit and implicit preconditioner?
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56 views

bound error for iterative method for solving linear system

$A$ is square and positive definite, and let $r_k = Ax_k - b$. Also let $M = \frac{1}{2}(A+A^T)$. I want to show that $$\frac{||r_{k+1}||_2}{||r_k||_2} \le \left(1-\frac{\lambda_\min(M)^2}{\lambda_\...
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2answers
220 views

Solving a singular system of linear equations with smallest solution?

I have a problem where I am solving a system of linear equations but sometimes the system results in a singular matrix which cannot be easily solved. In this case I would like that those rows for ...
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50 views

Preconditioning matrix with known spectrum

Assume I know all eigenvalues of a matrix $A$ fall into a certain set $\Omega \subset \mathbb{C}$. Is there any way I can exploit this knowledge to design a preconditioner for $A$? Some further ...
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127 views

Updating factorization of Laplacian (add/remove edges)

For a graph $G=(V,E)$, recall that the unweighted Laplacian is $L:=D^\top D$, where $D\in\{-1,0,1\}^{|E|\times|V|}$ is the graph "gradient" operator that subtracts adjacent vertex values onto edges. ...
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2answers
160 views

CHOLMOD implementation

I am working on a domain decomposition code in C that uses CHOLMOD to approximate grid values for a PDE in each sub-domain. The issue I have is that the methods use Matrix Market format, which is not ...
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1answer
190 views

Open Source Linear Algebra Library

I am making a code in C that requires the equivalent of Matlab's '\' command for a linear system of the form AX=B where A is an NxN matrix and X, B are Nx1 vectors- i.e a code that performs X=A\B that ...
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32 views

Difference between Chebyshev first and second degree iterative methods

Consider linear equation $Au = f$. We want to solve it with iterative method (assuming $A$ is good). First order iterative method is: $$ u^{k+1} = u^k - \alpha_{k+1}(Au^k - f), $$ The second degree ...
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1answer
108 views

Does algebraic multigrid reuse its coarse grids?

Admittedly, I'm new to the subject, so this is probably a really simple question. Let's assume I want to solve the (large sparse) linear system Ax = b multiple times with algebraic multigrid and b ...
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1answer
188 views

Parallel linear algebra without OpenMP

I have searched through the archives without success. Apparently, the question is simple: What linear algebra library can I use that is parallel (shared memory) but without OpenMP? As far as I've ...
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1answer
109 views

NONLINEAR ENERGY MINIMIZATION EXAMPLE

I am learning about FEM methods and nonlinear optimization. I would like to try my nonlinear trust region solver on some simple nonlinear problem. What would be good example to implement for ...
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199 views

Once and for all: Which FEM plattform should I use for a very large multiphysics simulation?

I'm fooling around with the decision on how to build a multiphysics simulation for too long now (also several questions in this forum). First, I thought it would be possible/necessary to write most of ...
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1answer
102 views

Numerical method for solving a system with positive definite blocks

I have a system with below coefficient matrix $$ C = \begin{pmatrix} A & B^T \\ B & D \end{pmatrix},$$ where, $A$ and $D$ are square and positive definite. Furthermore, if $B$ be square, ...
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2answers
702 views

Solving linear system $Ax=b$ with Hessenberg matrix using lapack

I need to solve a linear system of the form $$Ax = b$$ where $A$ is upper Hessenberg matrix with the lower bandwidth equal to 1, $b$ is the RHS vector and $x$ is the solution vector. I have a C++ ...
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1answer
236 views

Robust smoothers for geometric multigrid

I'm searching for robust smoothers for geometric multigrids. By robust I mean: Effective for high order approximations (say spectral element, spectral Discontinuous Galerkin), Parallel (suitable for ...
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1answer
393 views

“Cookbook” about iterative linear solvers and preconditioners

I'm using a lot of linear solvers and preconditioners, but mostly, they are magical black boxes to me. Since I'll also have to implement some of them in future, I would like to learn a bit more, ...
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1answer
157 views

Single Precision a x plus y (SAXPY) terminology

I've been reading books which refers to vector update operations of the form: y := y + ax, where y and x are vector variables and a is a scalar as SAXPY. I understand ax plus y part, but why "single ...
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1answer
439 views

Solving a set of linear equations with block structure and weak coupling

I have a standard set of linear equations $Ax=b$ where the Hessian matrix $A$ has the special block structure as shown: $A= \begin{pmatrix} T & U\\ U^T & V \end{pmatrix}$, $x= \begin{...
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1answer
184 views

solving tridiagonal system with multiple right hand sides

I need to solve a tridiagonal system (positive definite, diagonally dominant) $Ax = b$ in a time stepping loop. $A \in \mathbb{R}^{N \times N}$ remains constant but $b$ changes during each time ...
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1answer
296 views

Linear Systems with Multiple Right Hand sides

I am interested in solving a sequence of linear systems of the form: $$A x_i = b_i$$ That is, all the systems use the same matrix $A$ but they have different right hand sides. The matrix $A$ is sparse ...
2
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1answer
375 views

Methods for solving rectangular, full-rank systems of equations — which is best?

Suppose I have a large, sparse, $m \times n$ matrix $A$, with $m \gt n$ and $\text{rank}(A) = n$. I wish to solve $Ax=b$. Suppose I know that $A$ has the following characteristics: $A$ is somewhat ...
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3answers
549 views

role of initial guess for iterative linear solver

Suppose we use a preconditioned iterative solver for a linear system. If the initial state for the solver can be chosen very close to the exact solution - does this reduce requirements for the ...
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1answer
2k views

Solving linear systems with ill-conditioned matrices

As per suggestions of the people from MathOverflow, I'm reposting my question here: I'm currently trying to solve a linear system $Ax = B$, where the matrix $A$ is ill conditioned (i.e. nearly ...
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Solve for $D$ in $R^{T}DSDR = Id$

Given that $R$ is a rectangular matrix, $D$ is a diagonal, square matrix and $S$ being a square matrix along with the fact that both $D$ and $S$ are invertible. $S$ in this specific case can be ...
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1answer
189 views

Resources for solving mixed left and right matrix equations

I'm looking to solve a matrix equation and not sure where to start looking for resources. The equation is $$AX + XB = C\,,$$ where $A\in\mathbb{R}^{n\times n}$, $B\in\mathbb{R}^{m\times m}$, $C\in\...
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1answer
205 views

Mathematical Complexity of Sparse Solvers

For a system $\mathbf{x=Da}$, there exist a lot of algorithms to estimate sparse vector $\mathbf{a}$. I wish to know the big-O mathematical complexity of 1) orthogonal matching pursuit (OMP) both ...
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165 views

Solving system of equations with zeros on diagonal [closed]

I am using finite elements, Newton Raphson technique and MUMPS direct solver, to solve for $P$ in this equation: $$\frac{\delta K}{\delta x} \frac{\delta P}{\delta x}= \frac{\delta K B}{\delta x} + A$...
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569 views

Implementation of a direct solver in Fortran 90?

My question may be elementary, but it is quite essential as I am getting confused. Here I am supposed to solve the following equation: $Ax=B$ From my understanding I have options of using either ...
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1answer
1k views

Skyline solver for AX=B where A is symmetric skyline matrix

I am looking for a simple subroutine in Fortran 90 (GNU Compiler) to solve linear equation of the type $AX=B$, where $A$ is an $n\times n$ symmetric matrix stored in the form of symmetric skyline ...
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1answer
262 views

What category is this problem?

My first question, please excuse me if its too basic. I have a matrix of evenly spaced geographical points; say 10 x 10, which I will call seed points. Each seed ...
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1answer
108 views

Finding the matrix inverse given a solver for the matrix equation $Ax=b$

So I'm given a solver that can solve for $x$ in the matrix equation $\underset{=}{A} \underline{x} = \underline{b}$ where $b$ can be anything we specify. (NB: A is an NxN matrix). I now want to find ...
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1answer
447 views

Is the “practical” complexity of linsolve direct solver O(n^2) ?

I recently timed the linsolve direct solver and I was kind of shocked to see that the solver seemed to be scaling quadratically even upto a 1000 dimensions. Specifically I ran the following code and ...
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1answer
322 views

How efficient (compared to “normal” methods) is using a sparse finite difference matrix to solve differential equations?

Any differential operator can be written as a finite difference matrix acting on a vector of values. I recently used it to solve $\Delta A = j$ by writing the Laplacian as a finite difference ...
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1answer
518 views

Which preconditioning for large linear elasticity problem?

The problem I want to solve is the displacement formulation of the linear elasticity : $$ \nabla \cdot \sigma = 0 \quad \text{in} \quad \Omega \\ \sigma = \lambda ( \nabla \cdot u ) I + \mu (\nabla \...
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2answers
3k views

Solving a system of linear equations with only an approximate solution

I have a system of linear equations that is derived partially from experimental data. Theoretically, the system should have a single, exact solution; however, experimental error causes it to not have ...
2
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1answer
74 views

Solving new linear system that comes from an $p$ enrichment

Let's say I am solving a simple Poisson problem using a Mixed (DG) finite element method. If we use orthogonal polynomials as basis functions we can write the finite-dimensional linear system as $$ ...

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