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Improving Accuracy of the Linear Solver

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Siddharth
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Hi,

I'm using Eigen's SparseQR solver to solve a linear system of equations (Ax=b). I'm wondering if someone can guide me on good tips and tricks to improve the accuracy of the solution. I've tried my best to have the A matrix be diagonally dominant and not have entries that are very disparate in magnitude. Since this is a direct solver, I believe the equations are getting solved to machine accuracy, but I'm not seeing that. For instance, a Dirichlet boundary condition I impose to be 0, shows up as 10^(-4)...I also solve the same problem with a matlab code and I'm seeing some 1-5% in the solution. All the entries are double precision. Currently I proceed in the following fashion:

setFromTriplets(A, coefficients.begin(), coefficients.end())
Compute(A)
Solve(b)

Thanks for your help!

Siddharth


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