Basic HTML version of Foils prepared 8 November 1995

Foil 34 Direct Solution Method for Ax=b

From CPS615 Module on Iterative PDE Solvers CPS615 Basic Simulation Track for Computational Science -- Fall Semester 95. by Geoffrey C. Fox


1 Consider Ax = b solved "directly" which is Gaussian elimination where one succesively removes
  • x1 from Equation 2 to N,
  • x2 from Equations 3 to N etc.
2 Then this has memory requirement of order N2 and computational complexity of order N3
3 This is modified somewhat when you consider matrices A with a lot of zeroes and try hard to exploit these zeros i.e. avoid doing calculations which are irrelevant as adding or multiplying by zero
4 Of course this cannot be done by testing on matrix element being zero as modern computers do floating point arithmetic faster than or at least as fast as test!
5 Rather one arranges loops to not include zero elements -- if possible!

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© on Tue Oct 28 1997