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is there optimization for calculating inverse sparse matrix?

Jul 7, 2011 at 12:23 PM
Edited Jul 7, 2011 at 12:25 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?

Jul 7, 2011 at 9:16 PM

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.