Faster inverse of a lower triangular matrix than inv(A)?

Question

Benson Gou 2018-10-19

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/424951-faster-inverse-of-a-lower-triangular-matrix-than-inv-a

编辑： Matt J 2018-10-19

Dear All,

I have a sparse lower triangular matrix A. I want to obtain the inverse of A. A has a size of 6000 X 6000. I find inv(A) takes more than 5 seconds. I do not know if there is a faster approach to get the inverse of A?

Thanks. Bei

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Matt J 2018-10-19

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/424951-faster-inverse-of-a-lower-triangular-matrix-than-inv-a#answer_342284

编辑：Matt J 2018-10-19

在 MATLAB Online 中打开

The reason I want to obtain the inverse of A is that I need to select a number of rows from inv(A) for further uses. I do not just solve Ax=b linear equation.

The two are almost the same thing:

 B=speye(size(A));
 rows = B(rowIndices,:)/A

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Benson Gou 2018-10-19

Thanks a lot, Matt. It works very well. 0.0549 second.

Bei

请先登录，再进行评论。

Answer 2

Torsten 2018-10-19

1
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/424951-faster-inverse-of-a-lower-triangular-matrix-than-inv-a#answer_342276

See here

https://de.mathworks.com/matlabcentral/answers/332233-updating-inverse-of-a-lower-triangular-matrix

why it is a bad idea to invert a lower triangular matrix.

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Benson Gou 2018-10-19

编辑：Benson Gou 2018-10-19

Thanks, Torsten.

The reason I want to obtain the inverse of A is that I need to select a number of rows from inv(A) for further uses. I do not just solve Ax=b linear equation.

I also used the idea of x=A\b to obtain the rows (800 rows) I want to select from inv(A). But it took more than 9 seconds.

Thank you, anyway.

请先登录，再进行评论。