How to inverse a large sparse matrix?

[hamidrezakarami]

Hi all
i have a large matrix.(7000 X 7000)
it is sparse matrix.
i want to inverse it for 1000 times, but it is time consuming.
i you know what i do, please help me.

 

[aersoy]

inverse sparse matrix matlab

did you try to use simulation programs such as Matlab

 

[hamidrezakarami]

inverse large matrix

hi aersoy

I use matlab now, but i can use Fortran90 or 95.

 

[aersoy]

large matrix inverse

sorry i dont know the details of the handling large matrix in matlab
i have heard that it can be solved by matlab before
i just wanted to give you an idea to investigate
i wish i could help you

 

[hamidrezakarami]

inverse large matrix matlab

do you have any idea about my problem by another compiler such as Fortran ?

 

[bzaki]

computational time inverse matrix

matrix (7000 x 7000) and inverse for 1000 times !!!!!
what is the physical problem behind this ?? i can't imagine...
i think sparse matrices are stored using only the ones positions , did u try to get use of it ?

 

[cedance]

matrix 7000

What application requires this demanding task? Besides, have you tried using Matlab and getting a measure of how long it takes for getting the inverse 1 time? If its not too bad, then you may go ahead. However, you might also want to check with Numerical recipes or even Matlab algorithms for any sparse matrix inversion techniques that might come in handy for reducing the complexity.

cedance.

 

[hamidrezakarami]

matrix 7000

hi freinds
I need to solve a nonlinear matrix equation in the frequency domain by newton's Method. The Jacobi matrix in my problem is 7000 X 7000. It is sparse and block diagonal, but I need to inverse it.

Thank you.

 

[v_c]

large matrix inversion

I think Matlab code probably uses sparse-matrix techniques that you will find
in the "Numerical Recipes" books. So I am not certain you will gain any better
accuracy in the computation itself from writing your own program.
I am sure there will be some overhead in this computation by running Matlab
instead of running your own program from a command line, for instance.

I would suggest that you try Matlab, or even the linux clone Octave
and see what the computation time really is.

Best regards,
v_c

 

[hamidrezakarami]

inverse of large matrix

dear freinds,

do you have other ideas to solve nonlinear matrix equations?

thanks.

 

[borjijiji]

large block matrix inversion

A very powerful technique is "Conjugate Gradient Method" used in differenet areas of science,

In Electromagnetics field its being used for many years and a complete book written On Moment Method Using CGM (by Tapan K. Sarkar)

by the way 7000*7000 matrix is not that large in practical apps. of science (most likely in EM!)

 

[benii]

Re: Inverse Large Matrix

i just computed eigen vectors for a 7000+sq matrix in matlab. (not exactly the same as inversion, but close).

took about 25 minutes on a stock x300 thinkpad (vista 32 bit)

 

[rtalcott]

Re: Inverse Large Matrix

try SAGE
rt