pardiso multiple right hand side with sparse matrix

Ma_L_ — Mon, 02 Jun 2014 05:12:40 GMT

Hi All,

Pardiso can handle multiple right side, AX=B, meaning B is a matrix. Every column of B is a right hand side. If B is very sparse, is there any way to exploit this feature, instead of storing B as a full matrix? Thank you!

Here is an untested

mecej4 — Mon, 02 Jun 2014 13:56:15 GMT

Here is an untested suggestion:

Store B using CSC storage. After the factorization of A has been performed, do the forward and backward substitutions on one column of B at a time: for each column of B, (i) unpack into a full vector using ?sctr (ii) call pardiso to obtain the corresponding column of X by forward and backward substitution, (iii) pack the result just found into the proper column of X using ?gthr.

A simpler alternative is not to store B at all, but compute each column of B just when it is needed, solve for the corresponding column of X, and store X in any way suitable in memory or on disk.

topic pardiso multiple right hand side with sparse matrix in Intel® oneAPI Math Kernel Library

pardiso multiple right hand side with sparse matrix

Here is an untested