Re: octave memory

[Jaroslav Hajek]

On Wed, Feb 11, 2009 at 6:05 PM, jean francois sauvage
<address@hidden> wrote:
> hello
>
> I need these informations because I have to perform quite large
> simulations, that may be limited by the total amount of free memory.
> Basically, I want to know how much memory is used for the Cholesky
> decomposition of a NxN matrix, compared to a basic inversion.
>
> I know that the inversion of a N-elements matrix needs N^(3/2) free
> space in memory. but I'm using sparse matrix, so this rule is no more
> pertinent.
>
> Jeff
>

The inverse of a sparse matrix is generally dense (unless the matrix
is banded). Therefore, you should avoid it at nearly all costs.
Working directly with Cholesky factorization will be better with
probability almost 1.

cheers

-- 
RNDr. Jaroslav Hajek
computing expert
Aeronautical Research and Test Institute (VZLU)
Prague, Czech Republic
url: www.highegg.matfyz.cz