Is it possible to solve linear system of equations with parallel computing?

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I am interested in solving big systems of equations with parallel computing. I have an old script that use the LU decomposition to solve it, but i was trying to speed it up using parallel computation. Do you have any suggestion?

Answers (2)

Sean de Wolski
Sean de Wolski on 23 Oct 2014
It sounds like you have multiple systems to solve, so I would suggest parallelizing over systems of equations. If you can provide more details, we might be able to help.

Giovanni
Giovanni on 23 Oct 2014
my problem is that the script i am using works for a K matrix that can be constant or not (for different loops over K*u=f the k matrix can change). In the case the K matrix is constant, the LU decomposition is perfect because I just evaluate once L and U and i solve several time the analysis. For that problem i don't care that much, so I am interested in solving K*u=f where K is a very big matrix. I am interested, because the computational cost, to use parallel processing also with different methods than the LU decomposition. Thanks
  1 Comment
Matt J
Matt J on 24 Oct 2014
Edited: Matt J on 24 Oct 2014
For the constant K case, it might be better to gather up your different f into the columns of a matrix [f1,f2,...fn] and solve as
K\[f1,f2,...fn]
If done this way, MATLAB's internal parallelization of mldivide will kick in.

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