I know I might be contradicting myself by saying *"I would like not to introduce too much error by the use of an iterative solver"* and then going on with propagating errors, direct solvers and a wish for quadruple precision. In theory direct solvers give an exact solution, while iterative give an approximation. In this case, when doing the further analysis it would be a lot easier for me, to just argue for a direct solver than an iterative solver. I hope you somehow get what I'm trying to say.
Thank you again :) Den torsdag den 11. august 2016 kl. 14.04.40 UTC+2 skrev Nicklas Andersen: > > Hey again. > > Thank you all for the nice answers. I was in a bit of hurry and didn't > have time to go into too much detail, so to clarify: > The system I'm trying to solve arises from the space dicretization of a > *linear* partial differential algebraic equation. > To advance the solution in time I need to solve a system Ax=b at each time > step. > Large is a bit loosely formulated, since the system more or less only has > size around 500x500 to 2000x2000, but it needs to be solved, lets say, at > most 640 times. > I would prefer a direct solver since I need the results for an analysis of > the time integration method and would like not to introduce too much error > by the use of an iterative solver. > That said, speed is not my nr. 1 priority, but it would be nice. > > The reason I need quadruple precision is that it seems like some > components introduce round off error and these errors propagate, such that > I in the end get negative convergence of my method. > > Regard Nicklas >
