[scilab-Users] inversion of a huge block diagonal matrix

[Collette yann]

Collewet Guylaine a écrit :
>
> Hello,
>
> I would like to compute the inverse of a huge block diagonal matrix 
> using an efficient way.
>
> Each block is a square matrix with NxN dimension and the block 
> diagonal matrix dimension is NLxNL
> N is small (5 or 6)  and L is big (1e6)
>
> One way is to build a loop and to compute L times the inversion of the 
> NxN matrixes
> However, as L is big (for example 1e6) this is too much time consuming
>
> Does anyone has an idea to compute this using scilab ?
>
> Thank you for your help
>
> Guylaine Collewet
> guylaine.collewet at cemagref.fr
> +33223482167
>
>
Stupid question first: do you have tested to store your big matrix in a 
sparse matrix ?
stacksize('max')
B = spzeros(1e6,1e6);
// Store the matrix
Binv = inv(B);

YC