faster leftdivide given prior information
조회 수: 1 (최근 30일)
이전 댓글 표시
Hi,
Among other calculation in my code there is a part where i use :
c=A\b;
Where A is sparse diagonal matrix (~100k x 100k) .
I am not sure whether checking of the matrix A properties takes considerable time or not.
Given that i already know that A is diagonal, is it possible to speed up the computation and avoid checkups for choosing solver?
thanks in advance,
redi
댓글 수: 0
채택된 답변
Steven Lord
2019년 12월 16일
The linsolve or decomposition functions may be of interest to you. decomposition may be particularly beneficial if you're solving multiple systems with the same A matrix.
Though if you're certain A is a diagonal matrix, I'd probably try calling diag then using element-wise division between b and that diagonal (or if possible skipping creating A altogether and just create its diagonal as a vector instead.)
댓글 수: 1
Christine Tobler
2019년 12월 17일
Note linsolve only supports dense matrices, so wouldn't be ideal here. In general, decomposition can be used to skip some input checking in A\b. But I agree for a diagonal matrix, the cheapest will be to just compute the diagonal vector d (as a column vector, e.g. by call d = diag(A)) and call d.\b instead.
추가 답변 (0개)
참고 항목
카테고리
Help Center 및 File Exchange에서 Operating on Diagonal Matrices에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!