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Solving linear equation systems including sparse matrices

Gregor Franz
Greenhorn

Joined: Nov 22, 2012
Posts: 1
Hi everyone,

Working on a Java project, I face the following problem:

I would like to solve a linear equation system of the form

A * x = b.

Therein, the matrix ‘A’ and both vectors ‘x’ and ‘b’ contain several thousand array elements. ‘A’, however, is a sparse matrix and only a small number of diagonals of ‘A’ may contain values that differ from zero.

The use of Java standard solvers results in very long computation times as these solvers normally do not use the specific properties of sparse matrices. Therefore I would like to ask if someone knows packages that include linear equation solvers which are able to solve systems as described above in a reasonable time.

I would be very grateful for any hint.

Thanks a lot in advance and best regards
Ulf Dittmer
Marshal

Joined: Mar 22, 2005
Posts: 39548
    
  27
The Apache Commons Math library can handle linear equation systems, but it's not optimized for sparse matrices, so it'll most likely not work with systems of this size.

The Colt library hasn't been updated in a long time, but it does claim to support sparse matrices, so may be worth checking out.


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Darryl Burke
Bartender

Joined: May 03, 2008
Posts: 4523
    
    5

Gregor, please BeForthrightWhenCrossPostingToOtherSites
http://www.javaprogrammingforums.com/java-theory-questions/19602-solving-linear-equation-systems-including-sparse-matrices.html
http://www.java-forums.org/advanced-java/65470-solving-linear-equation-systems-including-sparse-matrices.html


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