topic Re: sparse matrix multiplication in Intel® oneAPI Math Kernel Library

sparse matrix multiplication

liunsteingmail_com — Mon, 22 Jun 2009 14:05:00 GMT

Hi all
I'm trying to solve a large scale sparse least square problem by using normal equations A'Ax=A'b
And i am stuck with constructing the matrix A'A .

I'm using sparse blas function mkl_dcsrmultcsr for A'A(is this the right choice ?)
the problem is that i have to pre-allocate the resulting matrix in memory but this is too large.
what are the solutions in this situation ?

i remember there is a techinque for not constructing the A'A explicitely. but i can't find it anymore.

otherwise is there a mkl sparse function that multiplies two sparse matrix and return another sparse matrix ?

thanks in advance

Re: sparse matrix multiplication

jaewonj — Mon, 22 Jun 2009 18:13:18 GMT

Quoting - liunsteingmail.com

Q. otherwise is there a mkl sparse function that multiplies two sparse matrix and return another sparse matrix ?

-The mkl_dcsrmultcsr takes two sparse matrces as input and returns a sparse matrix.

Re: sparse matrix multiplication

ArturGuzik — Tue, 23 Jun 2009 00:35:20 GMT

Quoting - jaewonj

-The mkl_dcsrmultcsr takes two sparse matrces as input and returns a sparse matrix.

See this thread and scroll down to Sergey's response for useful details.

A.

Re: sparse matrix multiplication

liunsteingmail_com — Tue, 23 Jun 2009 08:43:07 GMT

Quoting - ArturGuzik

See this thread and scroll down to Sergey's response for useful details.

A.

thanks
the "request" parameter is quite confusing but now i get it