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Math Help - Fastest method for solving diagonally dominant matrix

  1. #1
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    Fastest method for solving diagonally dominant matrix

    What is the fastest method in O(n) notation for solving a matrix A. If I know that matrix A is diagonally dominant and tridiagonal matrix. Is it LU decompositon or Gauss-Seidel method, or some combination of both? Or is it something else?


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  2. #2
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    Re: Fastest method for solving diagonally dominant matrix

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  3. #3
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    Re: Fastest method for solving diagonally dominant matrix

    I'm not sure what you mean by "solving" a matrix. If you mean solving an equation such as Ax= b, where A is a diagonally dominant, tri-diagonal matrix, "LU decomposition" of A should be simple and straight forward- probably simpler than Gauss-Seidel, but they are very nearly the same thing here.
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  4. #4
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    Re: Fastest method for solving diagonally dominant matrix

    There is the tridiagonal matrix algorithm, which works in time O(n).
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