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Re: least square solution of b = A * x with a very huge A matrix
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From: |
CdeMills |
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Subject: |
Re: least square solution of b = A * x with a very huge A matrix |
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Date: |
Sat, 8 Jun 2013 05:43:28 -0700 (PDT) |
andrea console wrote
> Thank you Pascal.
> As I see, I have a lot of iterative techniques for resolving a linear
> problem. How can I choose the better one for my particular system? And
> what
> about preconditioning matrix?
sorry for the delay, I was travelling. There is no 'one-size-fit-them-all'
answer. It depends on the behaviour of the gradient around the point where
you're evaluating the update parameters. Conjugate gradients algorithms
should converge in N steps at most for a square matrix of size (N, N) but
are usually much faster in many cases. Just try and check.
Regards
Pascal
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