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Chien-Yuan_H_

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02-13-2017
07:37 AM

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imsl routine for linear system equations

I tried to use the IMSL routine 'DLSLXD' to solve sparse and symmetrical positive definite linear system equations. The coefficient matrix of the system was stored in the required sparse form. When the code was executed, the responses was 'the system is not positive definite'. So I reconstructed the coefficient matrix in the two dimensional n by n form from the sparse format and called another subroutine DLSLDS which solves positive definite linear system equations (not symmetrical, not sparse). The reconstructed matrix passed the verification of positive definiteness by DLSLDS and the routine solved the system successfully. Because the n by n matrix was constructed from the same matrix in the sparse form, I think there is no problem with my sparse matrix. DLSLXD saves a huge amount of computation time, I have to use it, but what's wrong with it. My compiler is **Intel Parallel Studio XE Composer Edition.**

**CYHou**

8 Replies

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mecej4

Black Belt

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02-13-2017
08:16 AM

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You may not be aware of another option that is open to you. Parallel Studio comes with MKL, which includes the PARDISO sparse solver. This solver takes the matrix data in CSR (Compressed Sparse Row) format, and is structured to make it easy to call it in phases and, in particular, to solve with more than one r.h.s. array without repeating the factorization.

Whether you use DLSLXD or MKL/PARDISO, if you think that if the library subroutine is claiming the input matrix to be not positive definite, you will need to provide the matrix data and the code that uses that matrix data. You should also state the versions of Parallel Studio and IMSL used, the OS version, and the list of compiler options used.

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Chien-Yuan_H_

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02-13-2017
09:28 AM

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Thank you for the responses. The sparse A matrix (sparseK.txt) and B vector (RHS.txt) are attached. In sparseK.txt the 2nd and 3rd columns are respectively irow and jcol in DLSLXD, the 4th column is the matrix entity value. The values of r.h.s. are stored in the 2nd column of RHS column. There are 12324 equations. I use Window 7, Intel Visual Fortran Compiler 16.0, IMSL FNL 7.0.1 for Intel 64. The code is

!******************************************

subroutine sparse_solve(ntotv,nsprs,i_row,j_col,sprsk,soluf,asdis)

!******************************************

double precision sprsk(nsprs),soluf(ntotv),asdis(ntotv)

integer i_row(nsprs),j_col(nsprs)

ITWKSP = 100000000

call dlslxd(ntotv,nsprs,sprsk,i_row,j_col,soluf,itwksp,asdis)

return

end

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mecej4

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02-13-2017
10:00 AM

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I ran the program given below to solve your system of equations on Windows 10-64. The program ran and gave a seemingly correct output, and there were no IMSL error messages from the run.

program xdlslxd implicit none integer :: N=12324 integer, allocatable :: row(:),col(:) double precision, allocatable :: val(:),b(:),x(:) integer :: i,j,k,nnz,iwlen ! open(10,file='mat.txt') nnz=0 do while(.true.) read(10,*,end=10)i,j,k nnz=nnz+1 if(j < k)write(*,*)'Item ',i,' has row = ',j,', col = ',k end do 10 write(*,*)'Matrix contains ',nnz,' entries' allocate(row(nnz),col(nnz),val(nnz),x(N),b(N)) rewind(10) read(10,*)(j,row(i),col(i),val(i),i=1,nnz) close(10) open(10,file='b.txt') read(10,*)(j,b(i),i=1,N) close(10) iwlen=30000000 call dlslxd(n,nnz,val,row,col,b,iwlen,x) open(10,file='sol.txt',status='replace') write(10,'(i5,1x,1pD23.15)')(i,x(i),i=1,n) close(10) end program

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I tried your program but it does not work in my desktop. The error message is the same. I guess when I called DLSLXD, the matrix coefficients were not properly transferred to the routine in my computer. Is it possible the environment setting problem? If this is true, why other routines work in my desktop?

Chien-Yuan_H_

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02-13-2017
12:43 PM

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mecej4

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02-13-2017
03:01 PM

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That is rather unexpected. If you have the 32-bit compiler and 32-bit IMSL installed, please try that combination. On my system, both worked. I also ran the same program with CVF 6.6C and the IMSL 4 that came with it, and the solutions were the same to at least ten digits (upon cursory inspection).

What is the model of the processor on your PC, and how much memory do you have? Can you run the example toy problem for which the code is given in the IMSL manual?

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I have a Fortran PowerStation 4.0 which is 32 bit in my 64 bit computer. DLSLXD in FPS 4.0 works fine for my case. But I can't use FPS4.0 because I will run larger size problems for which the 32 bit FPS4.0 does not work. My computer has 8G RAM and DLSLXD in my Intel Fortran solves the example problem successfully. My processor is Intel i7-6500U.

Chien-Yuan_H_

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02-14-2017
08:47 AM

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mecej4

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02-14-2017
09:11 AM

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The problem that you presented in #3 can be solved using 32-bit IMSL. The small program in #4 requires less than 1 GB to run.

I seems that more investigation is needed to find out why even the small program of #4 will not run on your system.

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Chien-Yuan_H_

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02-14-2017
09:26 AM

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OK. Thank you for your help.

For more complete information about compiler optimizations, see our Optimization Notice.