topic Solve Ax=b, where A is diagonal matrix in Intel® oneAPI Math Kernel Library

Solve Ax=b, where A is diagonal matrix

Ngu_Soon_Hui — Wed, 01 Dec 2010 09:17:20 GMT

I am trying to use LAPACK routines: linear equations to solve x in the linear equation system Ax=b. I know for sure that A is diagonal matrix, so which matrix type I should select? They are general, general band, triangular, triangular band but there is no diagonal matrix type!!

Solve Ax=b, where A is diagonal matrix

Alexander_K_Intel2 — Wed, 01 Dec 2010 09:23:20 GMT

Hi,

Your matrix is sparse so try to use PARDISO solver. Format for diagonal matrix is pretty simple (more detailes could be found in Intel Math Kernel Library ReferenceManual, Chapter 8)

With best regards,

Alexander Kalinkin

Solve Ax=b, where A is diagonal matrix

Ngu_Soon_Hui — Wed, 01 Dec 2010 09:33:01 GMT

Thanks alex.

I am aware that Pardiso is a choice.

But let's say if I am insisting on using LAPACK?

Solve Ax=b, where A is diagonal matrix

Alexander_K_Intel2 — Wed, 01 Dec 2010 09:40:58 GMT

Hi,

If you really want to use LAPACK for solving system of equation with diagonal matrix usebanded format for storing it.

With best regards,

Alexander Kalinkin

Solve Ax=b, where A is diagonal matrix

jonathandursi — Wed, 01 Dec 2010 13:24:03 GMT

Diagonal matrix, like A_i,j = 0 if i j ? If that's the case, why are you using a linear solver? x_i = b_i / A_i,i^.