RE: inverse symmetric matrix

Hi,

Thanks for your reply. Your comment was helpful. I was able to make my
problem work as A*x=b. Hence, I was able to use ITL to get the X vector
directly. However, I have some comments.
1- If I use lu_inv(A) * b, the consumed time was less than for cg
method.
2- The method cgs required the same amount of time of cg. I use Cholesky
pre-conditioner in both cg, cgs methods. 

I wonder why I got slower performance with cg, cgs for the symmetric
matrix relative to lu_inverse or this is normal.

Can any one suggest an iterative method that is fast for PD symmetric
matrix? I use VC++ version 6.0.

Thanks in advance,
Yasser
 


-----Original Message-----
From: Gunter Winkler [mailto:[email protected]] 
Sent: Thursday, June 05, 2003 8:05 AM
To: General Matrix Template Library (MTL) list
Subject: Re: MTL: inverse symmetric matrix

Yasser H. Abdel-Haleem wrote:
> Hi,
> 
> I would like to get the inverse of a symmetric matrix. Currently, I
copy 
> it to a dense matrix and get the inverse using LU inverse.  However, I

> search a very fast method to do that directly without this
intermediate 
> step. Can any one suggest a solution?

For symmetric matrices you should use the Cholesky-Factorization 
(similar to LU: A = L L^T) I don't know if someone implemented it 
already for MTL, but google gives lots if information about that.

mfg
Gunter


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