Speed up matrix operation
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Hi guys,
i am calculating one resulting matrix by multiplying three matrices in the form
result=M1*M2/M3
All matrices are sparse. The dimensions are
M1: [71560x71560]
M2: [71560x23814]
M3: [23814x23814]
The calculation doesnt finish on my personal computer in a time of 12 hours. On my server it isnt finished after 12 hours too. Are there hints or other functions to improve the speed of calculation?
Regards Marc
6 Commenti
Walter Roberson
il 5 Nov 2018
It is common for sparse divided by sparse to yield a dense matrix, which might lead to a lot of swapping along the way.
Bruno Luong
il 5 Nov 2018
Modificato: Bruno Luong
il 5 Nov 2018
"Which kind of information do you want to know?"
Sparseness. Real? Complex? Symmetric? Hermitian? Definite Positive? Who knows else?
For sparse matrix, it is essential to have to correct ordering of unknowns/equations to avoid filling issue when doing inversion, if it's possible.
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