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- PARDISO for multiple matrices

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Michal_Tarana

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02-18-2012
11:44 PM

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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

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Alexander_K_Intel2

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02-18-2012
11:49 PM

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

With best regards,

Alexander Kalinkin

Michal_Tarana

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02-19-2012
12:30 AM

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Michal

Alexander_K_Intel2

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02-19-2012
12:37 AM

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With best regards,

Alexander Kalinkin

Michal_Tarana

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02-19-2012
12:41 AM

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Thank you.

Michal

Michal

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