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yngvizzle | 4 years ago

While CHOLMOD is great, you cannot always use the Cholesky factorisation when you solve PDEs. For real-world simulations, we often have to solve systems with hundreds of millions, if not billions, of equations and in then case, even a highly optimised direct solver like CHOLMOD fails. The fill-in simply becomes too large.

For these small test cases, however, simply using CHOLMOD (or any other sparse solver) would do the trick perfectly.

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