Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- Intel Community
- Software
- Software Development SDKs and Libraries
- Intel® oneAPI Math Kernel Library
- Fast Small Dense Matrix Solver

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

ScottBoyce

Beginner

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

03-06-2013
06:24 PM

110 Views

Fast Small Dense Matrix Solver

I have a general square dense matrix A (not symmetric) which is formed by A=P^{T}BP where B was in a compressed storage scheme and P is a rectangular matrix. The size of A ranges from 10x10 to 500x500, where B can be 150,000x150,000 and is sparse.

What would be the best way to solve for x given b (system of linear equations) that result from

Ax=b => x=A^{-1}b

Right now I am just using LAPACK DGESV that is linked to MKL (so assume I am using their solver). Is there any benifit to going to a interative solver or any recomendations as to how to best solve this system of equations as fast as possible.

Thanks for any comments

Link Copied

4 Replies

SergeyKostrov

Valued Contributor II

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

03-07-2013
06:15 AM

110 Views

ScottBoyce

Beginner

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

03-07-2013
08:01 AM

110 Views

Someone had suggested after I posted on Intel Fortrnal that I post my question on here since I am using the MKL library to solve the LAPACK routines.

It only takes a few seconds, but for each solution of A creates a new version of B and which is then matrix multiplied by P to build a new version of A which then needs a new solution. I like to speed up, even by a fraction of a second, solving the system of equations. There also is of course a slow down do to the A=P^{T}BP, but I am unsure if there is anything faster than using DGEMM.

It is a particular program where time is important, even for a few extra milliseconds.

SergeyKostrov

Valued Contributor II

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

03-07-2013
08:51 PM

110 Views

ScottBoyce

Beginner

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

03-07-2013
08:56 PM

110 Views

^{T}BP

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

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