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Efficient Solution of A, x (k) = b (k) Using A −1

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In this work, we consider the problem of solving \({Ax^{(k)}=b^{(k)}}\) , \({k=1,\ldots, K}\) , where b (k+1)f(x (k)). We show that when A is a full \({n \times n}\) matrix and \({K\geqslant cn}\) , where \({c\ll1}\) depends on the specific software and hardware setup, it is faster to solve \({Ax^{(k)}=b^{(k)}}\) for \({{k = 1,\ldots, K}}\) by explicitly evaluating the inverse matrix A −1 rather than through the LU decomposition of A. We also show that the forward error is comparable in both methods, regardless of the condition number of A.

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Correspondence to Adi Ditkowski.

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Ditkowski, A., Fibich, G. & Gavish, N. Efficient Solution of A, x (k) = b (k) Using A −1 . J Sci Comput 32, 29–44 (2007). https://doi.org/10.1007/s10915-006-9112-x

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  • DOI: https://doi.org/10.1007/s10915-006-9112-x

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