topic A and B are symetric and I'm in Intel® oneAPI Math Kernel Library

Symmetric Sparse Inversion

vahid_s_ — Mon, 04 Nov 2013 21:46:58 GMT

Hi,

I am trying to find an inverse of a sparse matrix and then multiply it with another sparse matrix: A*inv(B). But I could not find any routine for making inverese of a sparse matrix. The only function that I found is inv() which I don not know is for sparse matrix or not and if it is how can I input the sparse matrix.

Any help is appreciated. Thanks

A and B are symetric and I'm

vahid_s_ — Mon, 04 Nov 2013 21:51:07 GMT

A and B are symetric and I'm using kernel library in FORTRAN.

To get inv(B), you can solve

Zhang_Z_Intel — Mon, 04 Nov 2013 23:07:42 GMT

To get inv(B), you can solve the system B*inv(B)=I, where I is the identity matrix. You can use the MKL PARDISO direct sparse solver for this purpose. Learn more about MKL PARDISO from the documentation: http://software.intel.com/en-us/node/470282

Also, do you intend B as a sparse upper or lower triangular matrix? If so then it might be easier to use the "mkl_?csrsm" function. This can compute inv(B')*A, then take a transpose of the result to get what you need. See more about "mkl_?csrsm" here: http://software.intel.com/en-us/node/468602#D4C63016-4279-4E47-8ECA-DC04B2161C5E

Vahid, what do you intend to

mecej4 — Mon, 04 Nov 2013 23:21:24 GMT

Vahid, what do you intend to do with the inverse, once you have found it?

This is an important question, and several articles exist wherein it is argued that, with a few exceptions, both efficiency and accuracy are sacrificed by forming the inverse explicitly.