"Sam" wrote in message <email@example.com>... > Hi all, > > I'm looking for the fastest possible way to solve the system A x = b; in which x and b are vectors (typically 2048*1) and A is a sparse square matrix with non-zero elements concentrated close to diagonal (perhaps banded penta-diagonal matrix). Right now, I'm just using x = A\b; but I wonder would I get a faster way to solve this system if I do it manually? Any suggestions are very much appreciated. > > Sam
If you want to resolve manually Ax=b, there are some methods presented in this book Numerical Methods in Engineering with MATLAB - Jaan Kiusalaas.