topic Re: MKL 7.0 Beta PARADISO: Cholesky factors in Intel® oneAPI Math Kernel Library

MKL 7.0 Beta PARADISO: Cholesky factors

Intel_C_Intel — Sat, 27 Mar 2004 23:33:03 GMT

Is it possible to access cholesky factors of A (= C*C')?

Re: MKL 7.0 Beta PARADISO: Cholesky factors

Intel_C_Intel — Thu, 08 Apr 2004 06:13:19 GMT

I have gone back to the developers of sparse solver and they would like to understand why you want this particular quantity. Clearly it would be possible to add such functionality, but if they can understand the unlying motivation for this they may be able to address that.

Bruce

Re: MKL 7.0 Beta PARADISO: Cholesky factors

Intel_C_Intel — Sun, 11 Apr 2004 05:42:03 GMT

diagonal elements of "C" are needed for computing the determinant of the A matrix (along with some other things).

Re: MKL 7.0 Beta PARADISO: Cholesky factors

igino-pitacco — Tue, 13 Apr 2004 20:28:30 GMT

There are many situations where the factors of the Cholesky decompositon are needed. One of them, very important for many number smashers, regards the solution of the generalized eigenvalue problem:

find (L, X) (L real and X vector) such that

K X = L M X

where K,M are symmetric positive definite matrices.

The generalized problem could be transformed into a classical eigenvalue problem, retaining the symmetry and posiveness of the matrix operator A:

A X = 1/L X

where A depends on K,M. Using A Lanczos or a subspace iteration method for this problem (when coming from the generalized one) requires access to the factors of K (or M).

Please note that generalized eigenvalue analysis is a very common task in many engineering sciences.

Re: MKL 7.0 Beta PARADISO: Cholesky factors

Intel_C_Intel — Tue, 13 Apr 2004 22:10:00 GMT

This is exactly the information I need. I can't say for certain when I will have more information on this butI will forward this to the developers.

Bruce

Re: MKL 7.0 Beta PARADISO: Cholesky factors

mepad_si — Sat, 19 Jan 2008 23:38:44 GMT

has there been any development re. sparse cholesky ?

Thank you.

mepa