[SciPy-User] solving large sparse linear system with Laplacian matrix
Fri Oct 30 16:35:50 CDT 2009
On Oct 30, 2009, at 2:35 PM, Gael Varoquaux wrote:
> The problem Emmanuelle has here really is solving an anistropic
> equation on a big grid. This can be seen as a PDE problem.
Sure, that's what it sounded like.
> Do you have
> any suggestions on good linear algebra or iterative options to do this
> with Python?
The suggestions that have already been offered would be what I would
try; either GMRES (although that's broken in PySparse) or PyAMG.
Depending on the problem, PyTrilinos might offer some advantageous
preconditioners, but at substantial up-front installation cost.
> We have not looked at FiPy so far, as it seems tedious to
> formulate the problem in PDE terms.
If you choose to, an anisotropic diffusion equation is no big deal
(we've got an example in the manual). N=1e6 is also no challenge,
although because FiPy is something of a memory hog, that would be
pushing the capacity of a 2 gig machine. We don't have any facilities
for multiple RHS vectors, though.
More information about the SciPy-User