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Eigenvectors and solution to sparse linear system. |
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August 6, 2009, 22:13 |
Eigenvectors and solution to sparse linear system.
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Member
MrFluent
Join Date: Mar 2009
Posts: 33
Rep Power: 17 |
Lets say i want to solve a system
Ax = b A is sparse matrix. consider a case where i know all the eigenvalues and their corrosponding eigenvectors. Using this information, what is the fastest cheapest way to solve Ax = b Any pointers would be appreciated. I know one way but that is slow. |
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