Intel® oneAPI Math Kernel Library
Ask questions and share information with other developers who use Intel® Math Kernel Library.
7033 Discussions

Is it possible to update Schur complement quickly with MKL/Pardiso?


I have a matrix

A = [A11 A12;A21 A22];

and I'd like to compute the Schur complement of A11 in A using pardiso: S = A22 - A21 * A11^-1 * A12. This seems well supported by the PARDISO-SCHUR routine IPARM(38).

However, I'm wondering if I can do some prefactorization on A11 so that if I change only A12,A21,A22 then I could compute S quickly (quicker than just recomputing everything).

Is there an interface to alter part of A?

0 Kudos
0 Replies