topic Re: Re:Compute LU triangles directly for sparse (compressed row storage) vectors in Intel® oneAPI Math Kernel Library

Compute LU triangles directly for sparse (compressed row storage) vectors

EJRicketts — Tue, 07 Jun 2022 15:47:18 GMT

Hi,

I have a sparse/CRS vector which I would like to compute the LU decomposition of for the lower triangle. Is there a way to output this directly?

Thanks

Re:Compute LU triangles directly for sparse (compressed row storage) vectors

ShanmukhS_Intel — Wed, 08 Jun 2022 12:24:58 GMT

Hi,

Thank you for posting on Intel Communities.

Could you please be more specific regarding the format in which you would like the operation to be performed, so that we could assist you in appropriate solvers to be used.

In addition, Please refer to below link for the routines which would be useful to choose based on your desired operation to be performed and let us know if the use case matches your requirement.

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.html#onemkl-pardiso-parallel-direct-sparse-solver-iface

Best Regards,

Shanmukh.SS

Re: Re:Compute LU triangles directly for sparse (compressed row storage) vectors

EJRicketts — Sun, 12 Jun 2022 09:19:27 GMT

Hi,

Thank you for your reply!

I would be looking at using pardiso with the three array variation of CSR format:

https://www.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/appendix-a-linear-solvers-basics/sparse-matrix-storage-formats/sparse-blas-csr-matrix-storage-format.html

Best,

Evan

Re:Compute LU triangles directly for sparse (compressed row storage) vectors

ShanmukhS_Intel — Thu, 16 Jun 2022 17:34:01 GMT

Hi,

Could you please let us know if you need L and U factors directly from Pardiso?

Best Regards,

Shanmukh.SS

Re: Re:Compute LU triangles directly for sparse (compressed row storage) vectors

EJRicketts — Thu, 16 Jun 2022 17:37:06 GMT

Hi,

Yes, I would like the lower triangle of a sparse matrix.

Thanks,

Evan

Re:Compute LU triangles directly for sparse (compressed row storage) vectors

ShanmukhS_Intel — Thu, 23 Jun 2022 11:21:03 GMT

Hi,

As of now, there are no functions available for PARDISO which can return LU factors.

We would like to request you to raise a Feature Request if you have it as a requirement.

Best Regards,

Shanmukh.SS

Re:Compute LU triangles directly for sparse (compressed row storage) vectors

ShanmukhS_Intel — Wed, 29 Jun 2022 18:33:43 GMT

Hi,

A gentle reminder:

Has the information provided helped? Kindly let us know so that we could close this thread at our end.

Best Regards,

Shanmukh.SS

Re: Compute LU triangles directly for sparse (compressed row storage) vectors

EJRicketts — Thu, 30 Jun 2022 13:38:16 GMT

Hi,

Just a last question. Is there a routine in the MKL which could perform a Cholesky decomposition of a matrix in CRS format? I know that ?potrf exists, but I think that this is for full arrays only.

Thanks,

Evan

Re:Compute LU triangles directly for sparse (compressed row storage) vectors

ShanmukhS_Intel — Thu, 07 Jul 2022 16:00:09 GMT

Hi,

p?potrf computes the Cholesky factorization of a symmetric (Hermitian) positive-definite distributed matrix.

It computes the Cholesky factorization of a real symmetric or complex Hermitian positive-definite distributed n-by-n matrix A(ia:ia+n-1, ja:ja+n-1).

Please find the below link for more information regarding the computational routine. Kindly get back to us with more specific details in case of any help is needed.

https://www.intel.com/content/www/us/en/develop/documentation/onemkl-developer-reference-c/top/scalapack-routines/scalapack-computational-routines/matrix-factorization-scalapack-computation/p-potrf.html

Best Regards,

Shanmukh.SS

Re:Compute LU triangles directly for sparse (compressed row storage) vectors

ShanmukhS_Intel — Thu, 14 Jul 2022 19:16:28 GMT

Hi,

A gentle reminder:

Has the information provided helped? Kindly let us know so that we could close this thread at our end.

Best Regards,

Shanmukh.SS

Re:Compute LU triangles directly for sparse (compressed row storage) vectors

ShanmukhS_Intel — Wed, 27 Jul 2022 05:30:19 GMT

Hi,

We assume that your issue is resolved. If you need any additional information, please post a new question as this thread will no longer be monitored by Intel.

Best Regards,

Shanmukh.SS