Exploiting matrix structure in the solution of linear systems
I recently wrote a blog post for my new employer, The Numerical Algorithms Group, called Exploiting Matrix Structure in the solution of linear systems. It’s a demonstration that shows how choosing the right specialist solver for your problem rather than using a general purpose one can lead to a speed up of well over 100 times! The example is written in Python but the NAG routines used can be called from a range of languages including C,C++, Fortran, MATLAB etc etc
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