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how to solve a left matrix division efficiently for a very large sparse matrix? #554
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@bigworld12, I believe Math.Net doesn't provide any direct solvers for sparse matrices. It will try to solve it as a dense matrix which will take a very long time. I use CSparse.Net for sparse matrices (https://github.com/wo80/CSparse.NET/wiki/Math.NET-Numerics-and-CSparse) |
(Have you tried the iterative solvers, i.e. SolveIterative?) |
@bigworld12, I may be wrong but would this work? |
Sorry for the necroing, but what is the suggested approach currently? |
let's assume the following matrices
a sparse matrix 'kk' 26400x26400
a vector 'fg' 26400x1
delta = kk\fg
evaluating delta in matlab takes about ~0.8 seconds
but as there is no left matrix division that i know of in Math.Net i tried to emulate in these ways
1 : delta = kk.Solve(fg);
2 : delta = kk.Inverse() * fg;
but even after 3 whole minutes, it was still evaluating, so am i missing something here?
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