You mention large dense matrix problems. I do compartmental modeling
(the rest of the world calls it finite element) of neurons here at
NASA. The matrix is square, the number of compartments on a side.
We are doing a few thousand now, but are ramping up toward larger
systems. The big difference is that my matrix is quite sparse. When
the elements are in an unbranched cable, the system is tri-diagonal,
but branches make for complications. We also have 2d tissue connecting
to 1d cables, and that causes large departures from tri-diagonal.
David doshay at ursa.arc.nasa.gov
the thought police insist I tell you:
my thoughts, not NASA's