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Sparse matrix inversion

by Zhivago
Tags: inversion, matrix, sparse
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Zhivago
#1
Jan31-10, 09:10 PM
P: 26
Hello everyone!

I need to find the vector x in the problem A.x = b
I have matrix A and vector b.
Inverting the matrix would do it, but in my case, the matrix is quite big. Luckily, it is extremelly sparse (lots of 0), so I guess there could be some way to take advantage of it.
The best approach I found is the Biconjugate Gradient method. Doing LU decomposition is too slow.
The exact answer is not needed. I only need to get x to a reasonable accurate result, so I think there could exist some methods using random numbers, annealing or something else faster than Biconjugate Gradient.
Someone has some ideas?

Best regards
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