Solver for symmetric SFBM
Solve Ax=b where A is a symmetric SFBM, and b is a vector.
sp_solve_sym( A, b, add_to_diag = rep(0, ncol(A)), tol = 1e-10, maxiter = 10 * ncol(A) )
A |
A symmetric SFBM. |
b |
A vector. |
add_to_diag |
Vector (or single value) to virtually add to
the diagonal of |
tol |
Tolerance for convergence. Default is |
maxiter |
Maximum number of iterations for convergence. |
The vector x, solution of Ax=b.
N <- 100 spmat <- Matrix::rsparsematrix(N, N, 0.01, symmetric = TRUE) X <- bigsparser::as_SFBM(as(spmat, "dgCMatrix")) b <- runif(N) test <- tryCatch(as.vector(Matrix::solve(spmat, b)), error = function(e) print(e)) test2 <- tryCatch(sp_solve_sym(X, b), error = function(e) print(e)) test3 <- as.vector(Matrix::solve(spmat + Matrix::Diagonal(N, 1:N), b)) test4 <- sp_solve_sym(X, b, add_to_diag = 1:N) all.equal(test3, test4)
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