What is the best method to solve large linear system equation (Ax=b) (A:million~ by million~)
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Youngsuk Jung
on 5 Dec 2018
Commented: Christine Tobler
on 6 Dec 2018
The maxtix A is sparse from finite element analysis.
I have used backslash to solve the equation but I want to reduce the calculation time.
I also tried to use GPU acceleration but there is a memory limitation with Titan xp with 12Gb memory.
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Christine Tobler
on 5 Dec 2018
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Bruno Luong
on 6 Dec 2018
Why? MATLAB has also a bunch of iterative solvers to chose from: cgs, bicg, gmres, etc...
Christine Tobler
on 6 Dec 2018
MATLAB chooses an appropriate direct solver in backslash. Using iterative solvers requires more trial and error, and more knowledge of the original system (as preconditioners are often necessary). For a large, well-conditioned matrix, there can be a significant speed-up compared to backslash, if a suitable iterative solver is used.
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