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Sparse matrix inversion

  1. Jan 31, 2010 #1
    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
  2. jcsd
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