Re: positive definite banded solution of Ax=b

"Yan Yaqin" <[email protected]> Wed, 26 Jan 2005 22:59:03 +0800
Newsgroups gmane.comp.lib.mtl.devel
Message-ID <001e01c503b7$939c26f0$1012a8c0@psasp>
try this: pardiso
http://www.computational.unibas.ch/cs/scicomp/software/pardiso/

----- Original Message ----- 
From: "Leon Lever" <[email protected]>
To: <[email protected]>
Sent: Wednesday, January 26, 2005 9:22 PM
Subject: MTL: positive definite banded solution of Ax=b


> I'm writing code for a finite element solver for the poisson equation.
> The problem I'm having is that I can't find a routine that will
> decompose my banded matrix effieciently. The equation is Ax=b to solve
> for x where A is a sysmmetric banded matrix.  I wish to decompose it
> once, and then solve for different vectors b many times.  The matrix
> is ~10,000x10,000 with a bandwidth of ~100.  The dense lu
> decomposittion for this will take about 56 hours by my reckoning. 
> Please can someone let me know of a better way.
> 
> Leon.
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