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Referring to methods for solving linear systems of equations.

5 votes
Accepted

Fast explicit solution for $\mathbf{A}\mathbf{x} = \mathbf{b}$, $ \mathbf{b} \in \mathbf{R}^...

FLOPS count based on the suggestions above: LU, no pivoting: Mul = 11, Div/Recip = 6, Add/Sub = 11, Total = 28; or Mul = 16, Div/Recip = 3, Add/Sub = 11, Total = 30 Gaussian Elimination with back …
Damien's user avatar
  • 802
9 votes
4 answers
414 views

Fast explicit solution for $\mathbf{A}\mathbf{x} = \mathbf{b}$, $ \mathbf{b} \in \mathbf{R}^...

I am looking for a fast (dare I say optimal?) explicit solution the 3x3 linear real problem, $\mathbf{A}\mathbf{x} = \mathbf{b}$, $\mathbf{A} \in \mathbf{R}^{3 \times 3}, \mathbf{b} \in \mathbf{R}^{3} …
Damien's user avatar
  • 802
3 votes
1 answer
126 views

Efficient solution to a structured symmetric linear system with condition number estimation

I have a real-valued linear system $Hx = b$ where $H$ is symmetric matrix** (not necessarily positive/negative definite) with a very particular structure: $$ H = \begin{bmatrix} D && B \\ B^T && A\end …
Damien's user avatar
  • 802