Skip to content

improve speed of Ax=b solve operations for matrices

perform checks similar to matlab: https://de.mathworks.com/help/matlab/ref/mldivide.html

for dense matrices:

  • not square operator -> use QR or SVD
  • implement check & solver for permuted triangular matrices
  • not Hermitian -> LU solver
  • all positive / all negative diagonal -> try cholesky
  • default to LDL solver otherwise

for sparse:

  • check for diagonality -> scale input
  • check bandwidth < threshold -> banded solver
  • implement check & solver for permuted triangular matrices
  • not Hermitian -> LU solver
  • all positive / all negative diagonal -> try cholesky
  • default to LDL solver otherwise