topic One more question. in Intel® oneAPI Math Kernel Library

How to get Cholesky diagonal?

vladimir1 — Thu, 18 Jul 2019 14:10:32 GMT

Hello

I need to extract diagonal from cholesky LDLt sparse factorization. Can I do this with Intel MKL?

I can use pardiso to factor and solve sparse linear system. But cholesky factor matrix itself is unreachable for me.

Thanks

Hello Vladimir,

Kirill_V_Intel — Thu, 18 Jul 2019 23:19:59 GMT

Hello Vladimir,

Are you looking for something like pardiso_getdiag? https://software.intel.com/en-us/mkl-developer-reference-c-pardiso-getdiag

Or do you need factor L?

Best,
Kirill

Thank you so much. I somehow

vladimir1 — Fri, 19 Jul 2019 06:51:09 GMT

Thank you so much. I somehow did not see it

One more question.

vladimir1 — Wed, 24 Jul 2019 06:59:36 GMT

One more question.

Documentation for pardiso_getdiag says that "it is possible that array df is not in line with the perm array computed during phase 11".

How can I get correct permutations of diagonal elements of the factorized matrix after factorization?

Hello again,

Kirill_V_Intel — Wed, 24 Jul 2019 17:16:47 GMT

Hello again,

The reason for the note is the internal pivoting which is essential for the stability of the algorithm, especially for non-symmetric matrices. I believe if you turn the pivoting off (iparm[20] = 0, https://software.intel.com/en-us/mkl-developer-reference-c-pardiso-iparm-parameter) you should get the correct diagonal values (which agree with the perm returned after phase 11).

If this is not an option for you, we could add it as a feature request in our to-do list. Or, if you tell us what goal you want to achieve by using the diagonal, we might possibly suggest an alternative option.

Best,
Kirill