topic Hello, in Intel® oneAPI Math Kernel Library

problem about LAPACKE_dgetrf and LAPACKE_dgetri

HM_Li — Wed, 06 Apr 2016 13:05:24 GMT

Please see attachment b.c.

if I comment out from ~~//hmli begin~~ to ~~//hmli end~~ in the follow code of b.c, it works wrong, but if I do not comment out and use sprintf and atof to convert from double to string, then convert back to double, it work well.

for (k = 0; k < 64; k++)a +=(double) A1 * A1;
//hmli begin
sprintf(t,"%lf",a);
a=atof(t);
//hmli end
a = (double)a;

Is it just because of the precision?

Can you help me? Thank you very much.

b.c: source code
body.log : input data file
ainv.log: result of matrix inversion.
compiling :icc -mkl b.c

You are methodically

mecej4 — Thu, 07 Apr 2016 21:30:42 GMT

You are methodically destroying the precision of the input matrix. Take the (1,1) element of A, for example. It has the value 5.2734375...e-002. After your strange manipulation, the 15+ digit precision of A_1,1 has been degraded to just five significant digits, i.e, it is now 5.2734000e-002. What is the purpose of writing a limited number of digits and reading the truncated number back in?

Thank you.

HM_Li — Sun, 10 Apr 2016 07:10:42 GMT

Thank you.

The reason is: if the double float data not truncated, LAPACKE_dgetrf and LAPACKE_dgetri can't give the right result, so I want to know why and how to use LAPACKE_dgetrf and LAPACKE_dgetri right.

Hello,

Alexander_K_Intel3 — Tue, 19 Apr 2016 10:47:03 GMT

Hello,

The input matrix in the example is very ill-conditioned. This means it hardly could lead to an accurate result, and round-offs cause big fluctuation of the output.

As I see the best option here is to improve the condition number of the input matrix.
However you also could try dgesvxx with FACT=E. This way the function does normalization and equlibration of input data, which could improve accuracy for ill-conditioned matrices. Please provide and identity matrix NxN in B, and on output B will contain inverse of matrix A. Or the function will return a warning in INFO (see documentation) if the matrix is too ill-conditioned.

Best regards,
Alexander

Thank you very much. I see.

HM_Li — Tue, 19 Apr 2016 12:04:02 GMT

Thank you very much. I see.