Article | REF: AF485 V1

Numerical methods in linear algebra

Author: Robert CABANE

Publication date: October 10, 1998 | Lire en français

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    5. Hollow dies

    This section briefly describes specific methods for dealing with large problems with few unknowns in each equation.

    5.1 Large problems in linear algebra

    Problems obtained by discretizing partial differential equations easily generate gigantic matrices. For example, discretization of the heat equation in dimension 3 on a parallelepiped [0, 1] 3 requires the domain to be cut along three directions; if we take as unknowns the temperature at each point of the discretized cube, we have N 3 unknowns if each side of the cube is discretized into N points. We'll also have as many (linear) equations by writing the discrete approximations of the Laplacian and partial derivatives,...

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