# Ax=b

(Difference between revisions)
 Revision as of 15:20, 17 December 2017 (edit) (New page: =Seven ways Matlab can solve thin-matrix linear equality= When $b\notin\mathcal{R}(A)$
%test backslash timing clc  %clear all; close all; fclose all; slow execution by o...)← Previous diff                                                                                Revision as of 15:29, 17 December 2017 (edit) (undo)Next diff →
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%test backslash timing                                                                                                                         %test backslash timing
clc  %clear all; close all; fclose all; slow execution by order of magnitude                                                                   clc  %clear all; close all; fclose all; slow execution by order of magnitude
-                                                                                                                                                                                                                                                                         A = randn(600*96000,52);                                                      +                                                                A = randn(1e6,52);
% spA = sparse(A);                                                                                                                             % spA = sparse(A);
xact = randn(52,1);                                                                                                                            xact = randn(52,1);
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opt1.LT = true;  opt2.UT = true;                                                                                                               opt1.LT = true;  opt2.UT = true;

+                                                                %form A'*A
[m n] = size(A);                                                                                                                               [m n] = size(A);
AA = zeros(n,n);                                                                                                                               AA = zeros(n,n);
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disp(['error = ' num2str(norm(x7a - xact)/norm(xact))])                                                                                        disp(['error = ' num2str(norm(x7a - xact)/norm(xact))])
end                                                                                                                                            end
-

+ + [[http://www.convexoptimization.com/wikimization/index.php/Accumulator_Error_Feedback|csum() routine]] + (with presorting) increases precision by orders of magnitude.

# Seven ways Matlab can solve thin-matrix linear equality

When $LaTeX: b\notin\mathcal{R}(A)$

%test backslash timing
clc  %clear all; close all; fclose all; slow execution by order of magnitude
A = randn(1e6,52);
% spA = sparse(A);
xact = randn(52,1);
b = A*xact;

opt.SYM = true;  opt.POSDEF = true;
opt1.LT = true;  opt2.UT = true;

%form A'*A
[m n] = size(A);
AA = zeros(n,n);
bb = zeros(n,1);
for i=1:n
for j=1:i
AA(i,j) = csum(A(:,i).*A(:,j));
AA(j,i) = AA(i,j);
end
bb(i) = csum(A(:,i).*b);
end
spAA = sparse(AA);
for i=1:4
if i > 1, disp(' ');disp(' '); end

%    disp('   backslash on A')
%    tic
%    x1 = A\b;
%    toc
%    disp(['error = ' num2str(norm(x1 - xact)/norm(xact))])

disp('   backslash on A''A')
tic
x1a = AA\bb;
toc
disp(['error = ' num2str(norm(x1a - xact)/norm(xact))])

%    disp('   pinv on A')
%    tic
%    x2 = pinv(A)*b;
%    toc
%    disp(['error = ' num2str(norm(x2 - xact)/norm(xact))])

disp('   pinv on A''A')
tic
x2a = pinv(AA)*bb;
toc
disp(['error = ' num2str(norm(x2a - xact)/norm(xact))])

%    disp('   QR on A')
%    tic
%    [c,R] = qr(spA,b,0);
%    x3 = R\c;
%    toc
%    disp(['error = ' num2str(norm(x3 - xact)/norm(xact))])

disp('   QR on A''A')
tic
[c,R] = qr(spAA,bb,0);
x3a = R\c;
toc
disp(['error = ' num2str(norm(x3a - xact)/norm(xact))])

disp('   U\(U''\A''*b) on U=chol(A''A)')
tic;
U = chol(AA);
x4 = U\(U'\bb);
toc
disp(['error = ' num2str(norm(x4 - xact)/norm(xact))])

disp('   linsolve on chol(A''A)')  %winner on Dec.14 2017
tic
U = chol(AA);
x5 = linsolve(U, linsolve(U',bb,opt1), opt2);
toc
disp(['error = ' num2str(norm(x5 - xact)/norm(xact))])

%    disp('   linsolve on A')
%    tic
%    x6 = linsolve(A,b);
%    toc
%    disp(['error = ' num2str(norm(x6 - xact)/norm(xact))])

disp('   linsolve on A''A')
tic
x6a = linsolve(AA,bb,opt);
toc
disp(['error = ' num2str(norm(x6a - xact)/norm(xact))])

%    disp('   lscov on A')
%    tic
%    x7 = lscov(A,b);
%    toc
%    disp(['error = ' num2str(norm(x7 - xact)/norm(xact))])

disp('   lscov on A''A')
tic
x7a = lscov(AA,bb);
toc
disp(['error = ' num2str(norm(x7a - xact)/norm(xact))])
end


[csum() routine] (with presorting) increases precision by orders of magnitude.