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.