topic Adding a diagonal matrix to the sytrf (Bunch-Kaufman factorization) function output in Intel® oneAPI Math Kernel Library
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Adding-a-diagonal-matrix-to-the-sytrf-Bunch-Kaufman/m-p/1135557#M25966
<P>Hi </P><P>I need to apply ?sytrf to a Matrix (A) then add a diagonal Matrix (λ I) to the output of the sytrf and after that use ?sytrs to solve a system of linear equations. However I can’t understand how output sytrf is written and what is the right way to add the diagonal matrix to get the Bunch-Kaufman factorization of the sum sytrf ( A + λ I) of the matrices. Adding the diagonal matrix before the using the function sytrf is not possible in the algorithm that we are using.</P><P>sytrf ( A + λ I) = sytrf ( A ) + C</P><P>Can't find the right way to add C to the sytrf ( A ).</P><P>I would be very grateful if someone can help me with this.</P><P> </P><P>Thank you again,</P><P>David </P>Sat, 27 Apr 2019 18:44:05 GMTKelly__David2019-04-27T18:44:05ZAdding a diagonal matrix to the sytrf (Bunch-Kaufman factorization) function output
https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Adding-a-diagonal-matrix-to-the-sytrf-Bunch-Kaufman/m-p/1135557#M25966
<P>Hi </P><P>I need to apply ?sytrf to a Matrix (A) then add a diagonal Matrix (λ I) to the output of the sytrf and after that use ?sytrs to solve a system of linear equations. However I can’t understand how output sytrf is written and what is the right way to add the diagonal matrix to get the Bunch-Kaufman factorization of the sum sytrf ( A + λ I) of the matrices. Adding the diagonal matrix before the using the function sytrf is not possible in the algorithm that we are using.</P><P>sytrf ( A + λ I) = sytrf ( A ) + C</P><P>Can't find the right way to add C to the sytrf ( A ).</P><P>I would be very grateful if someone can help me with this.</P><P> </P><P>Thank you again,</P><P>David </P>Sat, 27 Apr 2019 18:44:05 GMThttps://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Adding-a-diagonal-matrix-to-the-sytrf-Bunch-Kaufman/m-p/1135557#M25966Kelly__David2019-04-27T18:44:05Z