[SciPy-User] Large banded matrix least squares solution
J. David Lee
johnl@cs.wisc....
Wed Mar 16 14:53:00 CDT 2011
Hello.
I'm trying to find a least squares solution to a system Ax=b, where A is
a lower diagonal, banded matrix. The entries of A on a given diagonal
are all identical, with about 300 unique values, and A can be quite
large, on the order of 1e6 rows and columns.
scipy.sparse.linalg.lsqr works on smaller examples, up to a few thousand
rows and columns, but not much larger. It is also very time consuming to
construct A, though I'm sure there must be a fast way to do that.
Given the amount of symmetry in the problem, I suspect there is a fast
way to calculate the result, or perhaps another way to solve the problem
entirely.
Thank you for your help,
David Lee
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