Large Sparse Rectangular Over-determined Equation System (to reorder or to not reorder)
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I have a sparse rectangular matrix A of size m x n. m > n always. I want to solve this system of equations in a least squares manor. I know that I can use the following:
x = A\b
- However, should I form (A'A) and run a reordering algorithm such as amd(), symamd(), or symrcm()?
- What are the recommended steps to solve this type of equation system efficiently and as fast as possible?
Note I know basic linear algebra but the details of what I should be picking for algorithm or approach are beyond me for this type of problem. Any expert recommendations are welcomed.
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Adithya Addanki
2016-3-29
Hi Jason,
Please find the below links that may answer your questions:
If A is sparse then MATLAB uses QR solver. Following this information, if you refer to the link down below: http://www.mathworks.com/help/matlab/math/sparse-matrix-operations.html#f6-14516
This gives an overall view of what criteria should the matrix fall into for respective factorization methods adopted.
I hope this helps.
Thank you,
Adithya
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