Intel® oneAPI Math Kernel Library
Ask questions and share information with other developers who use Intel® Math Kernel Library.
Announcements
FPGA community forums and blogs on community.intel.com are migrating to the new Altera Community and are read-only. For urgent support needs during this transition, please visit the FPGA Design Resources page or contact an Altera Authorized Distributor.

PARDISO Schur Complement BUG

mokwinski__yvan
Beginner
641 Views

Here's the following sparse CSR matrix.

n = 10

ia = {0, 3, 6, 9, 12, 15, 18, 19, 20, 21, 22 };

ja = { 4, 7, 8, 0, 5, 7, 1, 6, 8, 0, 2, 7, 1, 2, 8, 2, 3, 4, 3, 5, 6, 4 };

a = { -1, 1, 1, 1, 1, 5.5, 1, 1, 4, 1, -1, -2, 1, -1, -4, 1, -1, -6, 1, 1, 1, 1 };

perm = {0, 0,0, 0,0,0 ,0,1,1,1}

The exact Schur complement is {-13.5,-6,0,-6,-14,0,1,1,0}.

When calculating the Schur complement, Pardiso is handling a pivoting issue. 

A/ If Pardiso perturbs the pivot elements with 1E-13, then I get {-7.5, 1.72432057769409E-10, 0,0,-8,0,0,1,0

B/ If Pardiso perturbs the pivot elements with 1E-6, then I get {-13.5009434324193, -6.0009554327987, 0,-6,-14.0002128945854,0,1,1.00000000046566,0}

If I include all the zeros in the sparse matrix (full matrix with a sparse matrix representation of 100 coefficients) then I get the exact right answer.

If I am doing the factorization of the upper left corner (7x7) of the matrix and calculating myself the Schur complement

then I get the exact right answer.

What's happening? Is it a bug?

 

Yvan

 

 

 

 

 

 

 

 

 

 

0 Kudos
1 Reply
Kirill_V_Intel
Employee
641 Views

Hello Yvan,

Could you please provide us also the values of iparm and mtype which you have used? And, also, what was your configuration on which you ran the code? I managed to get different results for the Schur complement with your test matrix but for me only one entry #4 varied significantly with different pivoting.

We'll have a look at it.

 

Best,
Kirill

 

0 Kudos
Reply