[SciPy-user] conjugate gradients solver - operator adjoint

Pauli Virtanen pav@iki...
Wed Apr 22 03:00:48 CDT 2009


Wed, 22 Apr 2009 07:46:49 +0000, Pauli Virtanen kirjoitti:
[clip]
>> (which should be, if i understand the method correctly, necessary for
>> getting the result, since it's impossible to invert something that big
>> efficiently).
> 
> This is probably debatable. There are many iterative algorithms that can
> invert non-symmetric matrices not needing to know the adjoint.

Oops, I'm mistaken here, scipy.sparse.linalg.bicg and .qmr require the 
adjoint. (However, it is automatically computed if you give in a sparse 
matrix.)

So the algorithm you described probably is scipy.sparse.linalg.bicg or 
some related method.

-- 
Pauli Virtanen



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