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November 30, 2009, 09:01 |
Linear System solver in Newton method
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#1 |
New Member
Alessandro Proverbio
Join Date: Nov 2009
Posts: 2
Rep Power: 0 |
Hi there,
I am solving an equation with a Newton method. I have a very ill-conditioned Jacobian matrix with a huge matrix dimension (>10000). The matrix is sparse but not symmetric. At the moment I am using a GMRES (with no restarts because restarts take more time than a larger Krylov space memorization) and an ILU(0) preconditioning. What do you suggest me to try for reduce the computing cost? Thanks in advance and sorry for the beginner's question. Bye, Ale |
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November 30, 2009, 10:05 |
How to ask solver questions
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#2 |
Member
Jed Brown
Join Date: Mar 2009
Posts: 56
Rep Power: 19 |
In order to get useful answers to solver questions you must provide
Now for your problem: 10k is very small, a direct solver (like MUMPS or Umfpack) will typically beat any iterative solver for such sizes. |
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November 30, 2009, 10:55 |
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#3 |
New Member
Alessandro Proverbio
Join Date: Nov 2009
Posts: 2
Rep Power: 0 |
Quote:
Really sorry for my bad posed question. It was not so much advanced and your suggest in use direct solvers is enough at the moment for my aims. Thanks a lot for your suggests on how to get a useful answer too. |
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November 30, 2009, 11:06 |
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#4 |
Member
Jed Brown
Join Date: Mar 2009
Posts: 56
Rep Power: 19 |
No problem, that part of my post really wasn't intended for you. Hopefully the next person will include this sort of information so that they can get a useful answer.
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Tags |
newton methods |
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