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Best way to solve many small matrices?

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Old   June 17, 2007, 03:24
Default Best way to solve many small matrices?
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I need to interpolate values at different points at every time step for my CFD code. I'm doing bi-quadratic interpolation and hence to get each interpolated value, I need to solve a 9x9 matrices. There's about 100+ pts and hence 100+ 9x9 matrices to solve per time step.

I'm wondering what type of solver is best suited for this type of problem? Or am I better off using those direct guassian elimination solvers?

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Old   June 18, 2007, 09:25
Default Re: Best way to solve many small matrices?
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I don't know the details of bi-quadratic interpolation, but generally speaking a direct solver is the way to go for matrices this small. If any of the left-hand sides are the same, an LU-type solver would save you some work.

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