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Gianluca_G_1
Beginner
69 Views

LAPACKE_zgesvxx with small size systems

We use LAPACKE_zgesvxx function in order to resolve a huge system of linear equations. 

This function is very fast with this kind of matrices, but if we have small matrix Size like < 10x10, it is very slow.
Did you provide any optimized method for this kind of size?

We have to resolve plenty of small small systems.

Best regards

Gianluca

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4 Replies
Gennady_F_Intel
Moderator
69 Views

Gianluca, yes, we are working on further improvement such tiny cases. What mkl version do you use? 

Gianluca_G_1
Beginner
69 Views

I downloaded just today the MKL version 2017.0.2.1 .

 

 

Gennady_F_Intel
Moderator
69 Views

have you tried the performance with this update?

Gianluca_G_1
Beginner
69 Views

Yes, I just verified it, and it is much faster than before, but not enough.
If we use a simple LU function written in C# this is still much better.

Let me know if you improve more.

thank you 

Gianluca

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