What is the next step after LU decomposition for solving Ax=b?

In summary, the conversation discusses solving a linear system problem with a 1484x1484 sparse matrix and a 1484x1 vector. The individual is looking for the best method to use, considering factors such as symmetry and size. They mention the availability of free open source libraries and software packages for solving linear systems and express difficulty in installing one such library. Finally, they mention netlib.org as a potential resource for finding code.
  • #1
Milentije
48
0
I have
Ax=b problem
where A 1484x1484 matrix,b 1484x1.
A is sparse(95% zeros) but if I go for LU decomposition what should be the next step?
Or is there any other method,I forgot algebra,learned it when I was undergrad long time ago.
 
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  • #2
Simple Gauss elimination is mainly a pedagogical tool used in teaching linear systems, and it's far from being the most effective method (especially when talking about specialized problems like sparse systems). If you're writing a code that solves your linear system, you can find free open source libraries/software packages for that. Just Google "sparse linear system open source".
 
  • #3
Milentije said:
I have
Ax=b problem
where A 1484x1484 matrix,b 1484x1.
A is sparse(95% zeros) but if I go for LU decomposition what should be the next step?
Or is there any other method,I forgot algebra,learned it when I was undergrad long time ago.
1484? :bugeye:

May I ask what this is for, out of curiosity?
 
  • #4
The best method will depend on several factors. Is A banded and symmetric? If is narrow banded and symmetric, Gauss, Choleski decomp, or other methods may be used. If A is large, sparse, and the zero entries are somewhat randomly distributed, with no symmetry or banded layout of the non-zero terms, then an iterative method might be more suitable.
 
  • #5
Yes,I am creating input file where velocities need to be calculated for every node.Total number of velocities in model is 1484,quite big.
Regarding software,I have problem to install SUPER Lu from LBNL,are there any links for simple code that to not require libraries(like BLAS( IN THIS CASE?
 
  • #6
I would make my first stop at the netlib: http://www.netlib.org/

Depending on what method you use, you can always google (or dogpile) and find scads of code.
 
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Related to What is the next step after LU decomposition for solving Ax=b?

1. What is Gaussian elimination?

Gaussian elimination is a method used to solve systems of linear equations. It involves transforming the system into an equivalent, triangular system through a series of row operations. This allows for easy back substitution to find the solutions to the system.

2. What is the purpose of Gaussian elimination?

The purpose of Gaussian elimination is to find the solutions to a system of linear equations in a more efficient and organized manner. It eliminates the need for guess and check methods and allows for a systematic approach to solving the system.

3. How does Gaussian elimination work?

Gaussian elimination works by performing row operations on a matrix representing the system of equations. These operations include multiplying a row by a constant, adding or subtracting one row from another, and swapping rows. The goal is to transform the matrix into an upper triangular form, where the only non-zero entries are on or above the main diagonal.

4. What is the difference between partial and full Gaussian elimination?

In partial Gaussian elimination, only the entries below the main diagonal are eliminated to create the upper triangular form. In full Gaussian elimination, both above and below the diagonal are eliminated. Full Gaussian elimination is typically used when the system has no exact solution and partial Gaussian elimination is used when an exact solution exists.

5. What are the benefits of using Gaussian elimination?

Gaussian elimination has several benefits, including its ability to solve systems of equations efficiently, its systematic approach, and its ability to handle large systems. It also provides a way to check for inconsistent or dependent systems and can be easily programmed for use in computers.

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