topic intel mkl pardiso to obtain determinant of matrix in Intel® oneAPI Math Kernel Library

intel mkl pardiso to obtain determinant of matrix

chao_n_ — Thu, 09 Jun 2022 09:33:45 GMT

I recently used the eigen with intel mkl pardiso to perform LDLT decomposition. It's much faster than other packages. I want to obtain the lower triangular matrix (matrixL) and diagonal matrix (vectorD) to calculate the determinant. Is it possible for intel mkl pardiso to obtain these two matrixes and how? Thanks.

Re:intel mkl pardiso to obtain determinant of matrix

VidyalathaB_Intel — Fri, 10 Jun 2022 10:16:43 GMT

Hi,

Thanks for reaching out to us.

>> diagonal matrix (vectorD)

You can make use of the routine pardiso_getdiag which returns the diagonal elements of the matrix.

https://www.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/sparse-solver-routines/onemkl-pardiso-parallel-direct-sparse-solver-iface/pardiso-getdiag.html

At present, there are no functions available for PARDISO API which can return LU factors.

Here are some of the forum threads where similar questions have been discussed.

https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/MKL-PARDISO-get-L-U-factors/m-p/1265720#M31046

https://community.intel.com/t5/Intel-oneAPI-Math-Kernel-Library/Accessing-the-LU-factors-in-sparse-direct-solver/m-p/1279535#M31279

>>to obtain determinant of matrix

Since you want to compute the determinant maybe you can try DSS API (which is an alternative to PARDISO interface) dss_statistics https://www.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/sparse-solver-routines/direct-sparse-solver-dss-interface-routines/dss-routines/dss-statistics.html#dss-statistics

Regards,

Vidya.

回复： Re:intel mkl pardiso to obtain determinant of matrix

chao_n_ — Mon, 13 Jun 2022 07:42:48 GMT

Many thanks for your answers. I have some additional questions.

What's the difference between PARDISO API and DSS API?

Does DSS API also use multi-thread?

Which is much faster?

Will PARDISO API add determinant function in the future?

Re: intel mkl pardiso to obtain determinant of matrix

VidyalathaB_Intel — Wed, 15 Jun 2022 05:42:28 GMT

Hi,

>>....function in the future?

We are working on your issue. we will get back to you soon.

Regards,

Vidya.

Re: intel mkl pardiso to obtain determinant of matrix

chao_n_ — Wed, 15 Jun 2022 07:15:00 GMT

Hi,

Thanks for your answer. You have missed some questions.

1) Does DSS API also use multi-thread?

2) What's the difference between PARDISO API and DSS API? Which is much faster?

Re:intel mkl pardiso to obtain determinant of matrix

Ruqiu_C_Intel — Wed, 15 Jun 2022 13:51:24 GMT

Hi,

1) Does DSS API also use multi-thread?

>>Yes, DSS API supports multi-thread.

2) What's the difference between PARDISO API and DSS API? Which is much faster?

>>DSS API is some kind of simplified API for beginners. Intel PARDISO API supports more options/features compare with DSS API.

Have a good day.

Re:intel mkl pardiso to obtain determinant of matrix

Ruqiu_C_Intel — Mon, 18 Jul 2022 07:37:23 GMT

Thank you for reaching us. This issue is closing and we will no longer respond to this thread. If you require additional assistance from Intel, please start a new thread. Any further interaction in this thread will be considered community only.