Abstract
In this work, we consider the problem of solving x (k) =b (k), k= 1,...K,where b (k+1) = f(x (k)). We show that when A is a full n × n matrix and K ≥cn, where c≦ 1 depends on the specific software and hardware setup, it is faster to solve Ax (k) =b (k) for k = 1,...K by explicitly evaluating the inverse matrix A -1 rather than through the LU decomposition of A. We also show that the forward error is comparable in both methods, regardless of the condition number of A.
| Original language | English |
|---|---|
| Pages (from-to) | 29-44 |
| Number of pages | 16 |
| Journal | Journal of Scientific Computing |
| Volume | 32 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jul 2007 |
Keywords
- Linear systems
- Matrix inversion
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