3 ms·
While CHOLMOD is great, you cannot always use the Cholesky factorisation when you solve PDEs. For real-world simulations, we often have to solve systems with hu
by yngvizzle 5y ago
While CHOLMOD is great, you cannot always use the Cholesky factorisation when you solve PDEs. For real-world simulations, we often have to solve systems with hundreds of millions, if not billions, of equations and in then case, even a highly optimised direct solver like CHOLMOD fails. The fill-in simply becomes too large.
For these small test cases, however, simply using CHOLMOD (or any other sparse solver) would do the trick perfectly.