Jul 7, 2011 at 1:23 PM
Edited Jul 7, 2011 at 1:25 PM

hi. Math.Net Numuerics has something special method for inverting sparse matrix?
I should calculate hundreds of 1000x1000(and more bigger too) sparse matrix during restricted time. and i tried to calculate 725x725 matrix using DenseMatrix.Invert(), then this has average 8 second in my pentium 4 , 32bit windows 7 pc (using ACML
provider). Actually, my target matrix is sparse matrix data. if i set my matrix to "SparseMatrix" type, calculating speed is increased? I mean, Math.Net Numerics has special acceleration for calculating inverse sparse matrix?



Unfortunately, at the moment we don't have specialized routines for optimizing the sparse matrix multiplication which is why you are seeing the increased time to calculate inverses.

