topic Re: Is 3x3 symmetric matrix Eigen computation using Intel MKL Libraries faster than Iterative method in Intel® oneAPI Math Kernel Library

Is 3x3 symmetric matrix Eigen computation using Intel MKL Libraries faster than Iterative methods ?

ravi_0602 — Mon, 16 Dec 2024 20:51:45 GMT

In my fortran code, I have to determine the eigen values and vectors repeatedly for a 3x3 matrix. I was wondering if using the inbuilt dsyev() function from the MKL Library will be faster or a user written function which uses the jacobi iteration be quicker for a 3x3 matrix.

The matrix is symmetric !!

I use this as a part of my UMAT subroutine in LS Dyna.

So lets say if I use that UMAT in a simulation where the model contains 5000 elements and each element has 5 integration points. It means that the eigen computations are done 5000*5 = 25000 times.

Kindly provide me insights on which is the best way to go forward.

I will be using the oneAPI/2024.2 compiler for these tasks.

Thanks in Advance !!

Re: Is 3x3 symmetric matrix Eigen computation using Intel MKL Libraries faster than Iterative method

Shiquan_Su — Mon, 16 Dec 2024 21:01:29 GMT

Usually, the dsyev() function should be faster, since it is highly optimized. For the best chance to get all the optimization, would you please run the mkl link line advisor?

https://www.intel.com/content/www/us/en/developer/tools/oneapi/onemkl-link-line-advisor.html

to decide your best configuration?

Re: Is 3x3 symmetric matrix Eigen computation using Intel MKL Libraries faster than Iterative method

ravi_0602 — Mon, 16 Dec 2024 21:05:46 GMT

Hi @Shiquan_Su , Thank you very much for your reply.

Usually dsyev() is the fastest, yes !!

But i was wondering if it holds for smaller 3x3 matrices too ?

Thanks in advance !!

Re: Is 3x3 symmetric matrix Eigen computation using Intel MKL Libraries faster than Iterative method

Ruqiu_C_Intel — Mon, 23 Dec 2024 02:43:08 GMT

The oneMKL library is highly optimized to fully exploit the performance of the underlying hardware and provides efficient computation even for small matrices. Computing the eigenvalues and eigenvectors of a 3x3 symmetric matrix by using the dsyev() function in the Intel MKL library often has advantages over iterative methods.