[Insight-users] solving large linear equations
Habib Baluwala
habibbaluwala at gmail.com
Wed Jun 17 11:19:46 EDT 2009
Arnaud ,
It takes around 10 min to solve the linear system of equations. I
also tried the vnl_sparse_matrix_linear_system but that too takes a long
time for solving these equations.
Arnaud Gelas wrote:
>
> 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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>>
>
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