solving Ax=b

[Sven Khatri]

Hi All,

I'm looking to solve a problem that is equivalent to solving for x in
the system of linear equations:
  Ax = b
where A \in R^{n \times n}, x \in R^n, b \in R^n. But the catch is
that n is too large to explicitly construct A (even in Matlab's sparse
implementation) but I can construct a function f so that f(x) = Ax. Is
there an easy way (within octave) to solve for x? I can solve the problem
by introducing \tilde{A} = I - A, so that the solution to 
  x = \tilde{A}x + b
is a solution to the above problem and \tilde{A} is a contraction and
solving the problem iteratively but this computation is VERY slow.

thanx...
Sven

PS I hope you all are comfortable with the above latex notation



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