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When I use * vdRngUniform()* routine to create a random matrix, the maximum size matrix I can use only 40000 x 40000. Do we have any other routine from MKL to create with the bigger size? I can create by the normal way on C but it affects performance. So please guide me with other routines from MKL

Thanks.

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Hi Nguyen,

I suggest to continue use vdRngUniform() routine with generation by blocks.

Here I mean that you can generate matrix of the needed size block by block, as shown below:

VSLStreamStatePtr stream;

vslNewStream( &stream, BRNG, SEED );

const int64_t size = 40000*40000;

const int64_t block_size = 1000;

double* matrix;

matrix = (double*) malloc (size*sizeof(double));

for(int64_t i = 0; i < size; i+=block_size) {

vdRngUniform( VSL_RNG_METHOD_UNIFORM_STD, stream, block_size, matrix + i, 0.0, 1.0 );

}

free(matrix);

vslDeleteStream( &stream );

Please, let me know, if it addresses your question.

Best regards,

Pavel

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plus two cents - I am not sure if using RNGUniform is important to your case, but you may take a look at the https://software.intel.com/en-us/mkl-developer-reference-c-lagge routine which generates M x N matrix. You may link with ILP64 mkl API and generate matrix beyond of 40k by 40K

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Hi Pavel,

Your program is correct with size 40000x40000 but with the bigger size as 50000x50000 it will be fault **"**Segmentation fault (core dumped)".

Please tell me if you have another way to solve this problem.

Thanks.

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Hi Gennady F.,

Thanks for your recommendation but I also have a problem, please see my program:

#include "stdio.h" #include "mkl.h" #include "mkl_lapack.h" #define LAPACK_ROW_MAJOR 101 #define LAPACK_COL_MAJOR 102 #define MIN(a,b) ((a < b) ? (a) : (b)) double main() { int m = 5000; int n = 5000; int kl = m-1 ; int ku = n-1; int len_d = MIN(m,n); const double *d ; double *a; int lda = n ; int * iseed; *iseed = 999; a = (double *)malloc(m*n*sizeof(double)); d = (double *)malloc(len_d*sizeof(double)); LAPACKE_dlagge (LAPACK_ROW_MAJOR , m , n , kl , ku , &d[0] , &a[0] , lda , iseed ); free(a); }

*icc -I/opt/intel/compilers_and_libraries_2018.5.274/linux/mkl/include/ -mkl -lmkl_intel_ilp64 matrix.c -o matrix*

In this case, I want sure it works well with the small size before I check bigger than 40000x40000. But it shows me the error "* Intel MKL ERROR: Parameter 4 was incorrect on entry to DLAGGE*."

Do you know how to fix the problem?

Thanks.

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Hi Nguyen,

I think that the root cause of your problem is integer overflow.

To avoid it you can change the line with size in my program as follows:

const int64_t size = (int64_t)50000*(int64_t)50000;

I checked the program with 100 000 x 100 000 size – it works fine.

Hope it helps you.

Best regards,

Pavel

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if you link with ILP64 lib, then you have to use -DMKL_ILP64 compiler option. Please refer the mkl linker adviser or mkl user guide for more details

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