[SciPy-dev] Tri-diagonal LAPACK Routines - Shall I interface them?
Mon Dec 7 18:50:28 CST 2009
On Saturday 05 December 2009 04:42:44 Benny Malengier wrote:
> 2009/12/5 Simon Clift <firstname.lastname@example.org>:
> I do the same but with 3 components and a moving interface boundary.
> So then it is banded + an entry in the last column... that is the background
of my request for having banded/tridiag as
> type of sparse matrices.
Ah ha... sorry, I used to T.A. a 4th-year sparse linear algebra course on a
regular basis, the pedagogical habit dies hard on this subject. :)
> The banded matrix
> implementations don't allow for this as they are a fixed number of
> lower and upper diagonals, so you need to use csr sparse matrix also
> here, no?
Ah, yes, in that case I'd do my own "sparse bands" structure. My current
problem is embarrassingly well conditioned, so as long as I can do ILU(0) and
matrix-vector multiply the structure is adequate for Krylov sub-space
solutions. I don't need to add fill from LU factorization.
> I don't think a tridiag solver will be able to beat an adaptive time
> stepping BDF scheme.
Ah, I require positive coefficients. That requirement kind of snookers using
anything higher order in time or space, as I have learned the hard way.
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