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Hi,

=-=

I am trying to solve a large and sparse system of linear equations with multiple right hand sides using pardiso in mkl. The system has a structure (H-tI)x=b, where H is the large sparse matrix (symmetric), t is a real number and I is the unit matrix. I need the solution for several different values of the parameter t. Therefore, in every case only the diagonal elements change, the rest of the matrix is untouched. The right hand side is the same in all cases as well. I would like to know, whether it is enough to perform the symbolic factorization (phase 1) only once or whether it is necessary to perform it every time I change the value of t again and again.

Thank you for any reaction.

Michal

Michal_Tarana

Beginner

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02-18-2012
11:44 PM

7 Views

PARDISO for multiple matrices

=-=

I am trying to solve a large and sparse system of linear equations with multiple right hand sides using pardiso in mkl. The system has a structure (H-tI)x=b, where H is the large sparse matrix (symmetric), t is a real number and I is the unit matrix. I need the solution for several different values of the parameter t. Therefore, in every case only the diagonal elements change, the rest of the matrix is untouched. The right hand side is the same in all cases as well. I would like to know, whether it is enough to perform the symbolic factorization (phase 1) only once or whether it is necessary to perform it every time I change the value of t again and again.

Thank you for any reaction.

Michal

4 Replies

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Hi,

Alexander_K_Intel2

Employee

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02-18-2012
11:49 PM

7 Views

It's depend on type of your matrix H and H-tI. Are they always positive defined or not?

With best regards,

Alexander Kalinkin

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Matrix H is postive definite and H-tI can be indefinite. I use mtype=-2. Thank you for your flexible reaction.

Michal

Michal_Tarana

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02-19-2012
12:30 AM

7 Views

Michal

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In such case you need to use mtype = -2 for all cases and disable scaling and matching (iparm(11) and iparm(13)). But if you disable them for some matrices (for example indefinite or near indefinite) result will be quite wrong so I recommend you to use symbolic factorization for each matrix.

Alexander_K_Intel2

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02-19-2012
12:37 AM

7 Views

With best regards,

Alexander Kalinkin

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Michal_Tarana

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02-19-2012
12:41 AM

7 Views

Thank you.

Michal

Michal

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