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enpex
Beginner
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Extract upper/lower triangular matrix of sparse (CSR) symmetric matrices

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Hello,

I am trying to use PARDISO to solve a sparse linear least-squares problem Ax=b, where A is a m-by-n matrix with m>n. Let's assume I already constructed A in CSR-format.

In order to solve that system using sparse solvers I learned that it is necessary to compute C=(A' A) and d=(A' b) and then solve Cx=d instead (see here). So, I compute C using mkl_?csrmultcsr.

The problem: since C is symmetric, PARDISO expects it to be an upper triangular matrix, which it is not after using mkl_?csrmultcsr. So, the matrix checker (iparm(26)=1) fails.

My question: Is there another function in the MKL which extracts the upper/lower triangular matrix of a whole matrix?


Thank you in advance for you time and suggestions,
Nils


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1 Solution
230 Views
Hi,
From my point of view the best solution in this case is to set matrix C as unsymmetric and use full format of matrix C.
With best regards,
Alexander Kalinkin

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2 Replies
231 Views
Hi,
From my point of view the best solution in this case is to set matrix C as unsymmetric and use full format of matrix C.
With best regards,
Alexander Kalinkin

View solution in original post

enpex
Beginner
230 Views
Hi Alex,

Thanks for your answer. This is exactly how I am doing it at the moment. I just wondered if there exists another way. So, know I know - thanks!

Regards,
Nils
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