topic How to search the eigenvalue interval of a matrix by MKL library? in Intel® oneAPI Math Kernel Library

How to search the eigenvalue interval of a matrix by MKL library?

HUANGK — Wed, 06 Apr 2022 10:28:32 GMT

Hi！

Hello, I want to use FEAST to solve a generalized eigenvalue problem, but I have a problem. In FEAST, the eigenvalue interval and the number of eigenvalues of the sparse matrix need to be searched. I checked the FEAST manual and did not find how to search the eigenvalue interval of the matrix. Am I missing something? Is there any built-in function in MKL to calculate the eigenvalue interval of a large sparse matrix?
Your expertise is invaluable to me, thank you for your help!

Re: How to search the eigenvalue interval of a matrix by MKL library?

VidyalathaB_Intel — Thu, 07 Apr 2022 09:45:00 GMT

Hi,

Thanks for reaching out to us.

In order to use the Extended eigensolver interface in MKL, we need to pass the search interval i.e. the lower and upper bounds of the interval to be searched for eigenvalues.

https://www.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/extended-eigensolver-routines/extended-eigensolver-functionality/achieving-performance-with-extended-eigensolver.html

But the largest and smallest eigenvalues can be calculated.

In the MKL documentation, under the section > "Extended eigensolver interface to find the largest and smallest eigenvalues", there are two routines that help in calculating the largest and smallest eigenvalues.

mkl_sparse_?_ev > for standard eigenvalue problem

Reference:

https://www.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/extended-eigensolver-routines/extended-eigensolver-interfaces/ext-eigensolve-ifaces-find-large-small-eigenvalues/mkl-sparse-ev.html

mkl_sparse_?_gv > for a generalized eigenvalue problem

Reference:

Please go through the above links for full details and you can also find examples of the respective routines in the mkl folder which helps in better understanding.

Kindly let us know if this is not what you are looking for by elaborating a bit more on the issue (maybe through an example).

Regards,

Vidya.

Re: How to search the eigenvalue interval of a matrix by MKL library?

VidyalathaB_Intel — Thu, 14 Apr 2022 11:46:31 GMT

Hi Huang,

Reminder:

As we haven't heard back from you, could you please let us know if there is any update regarding your issue? Please do let us know if the provided information helps.

Regards,

Vidya.

Re: How to search the eigenvalue interval of a matrix by MKL library?

HUANGK — Thu, 14 Apr 2022 13:06:06 GMT

Thank you very much for your help!

Re:How to search the eigenvalue interval of a matrix by MKL library?

VidyalathaB_Intel — Thu, 14 Apr 2022 13:45:47 GMT

Hi Huang,

Thanks for accepting our solution.

As the issue is resolved we are closing this thread. Please post a new question if you need any additional assistance from Intel as this thread will no longer be monitored.

Have a Great Day!

Regards,

Vidya.