[Insight-users] solving large linear equations

[Arnaud Gelas]

Habib,

Right, your matrix is not that large and is really sparse...
I am curious to know how long it takes to solve your system?

I am not so sure about the efficiency of vnl direct solver (LU 
solver)... (Until recently, sparse iterative solver were really 
efficient in comparison to direct ones, and this is still a very active 
field of research!)
If you need to solve several times linear systems which involve the same 
matrix, I would recommend to use a direct solver like LU, LLT, LDLT; 
else an iterative solution like vnl_sparse_matrix_linear_system.


Arnaud



Habib Baluwala wrote:
> Hi Arnaud, 
>                The size of the matrix is around 40,000 rows and columns but
> the density is around 5 percent which is very small. I am using the
> vnl_sparse_matrix for reading the sparse matrix and then using the
> vnl_sparse_lu and for solving the equations. I thought that the blas and
> lapack libraries are linked with the linear solver but that does not seem to
> be the case or I am currently not using any pointers for the sparse matrix.
> Can this be a reason for the failure????? I look forward to yor reply 
>
>
>
>
>
> Arnaud Gelas wrote:
>   
>> Hi habbib,
>>
>> How large is your matrix?
>> How sparse is your matrix? Do you know the number of non null elements 
>> in your matrix? Or can you tell me the number of non null elements per 
>> row (in average)?
>>
>> Solving sparse linear system highly depends on the sparsity of your
>> matrix.
>> When you say I am "using VNL sparse system solver", what do you mean? 
>> which class are you using?
>>
>> Note that it is not because you use BLAS and LAPACK that the code will 
>> be fast, it depends how they are used in in the library. For example 
>> mumps, taucs are also based on blas and lapack and performances are 
>> really different...
>>
>> Arnaud
>>
>> Habib Baluwala wrote:
>>     
>>> Hi everyone , 
>>>                  I am currently using a large sparse system of linear
>>> equation which is non-symmetric. I tried using VNL sparse system solvers
>>> but
>>> they are very slow , I can't still understand why they are slow because
>>> they
>>> are supposed to utilise the BLAS and Lapack libraries to speed up. Can
>>> anyone tell me how can I speed up the procedure???? I also tried the
>>> release
>>> instead of debug. It was able to reduce the time taken but not to a
>>> significant effect. Would including the Utilities folder in the
>>> CMakeFile.txt help ???
>>>
>>> I look forward to your reply and sorry for any inconvenience. 
>>>
>>>
>>>
>>>   
>>>       
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