Large-Scale Linear Systems

Mathematica 5 is newly optimized for solving large-scale linear systems. It uses the efficient interior-point method, until now only available in costly special-purpose packages.

Example: Solving a Standard Test Problem

Mathematica 5's LinearSolve function was used to find the solution to the test problem described below in 14.26 seconds on a 3GHz Pentium 4 with 2 gigabytes of RAM running Linux.

Details of the test file:

• Size: 150 megabytes of data
• Type: a sparse linear system
• Source: standard test by the European Union for evaluating the performance of new algorithms for solving sparse systems of equations
• Structure: displayed below using MatrixPlot.

		Documentation from The Mathematica Book Solving Linear Systems Visualization of Matrices
		Advanced Documentation Linear Algebra
		Documentation from the Reference Guide LinearSolve