Intel® oneAPI Math Kernel Library
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PARDISO: iterate for LU factors from the originial LU factors



I have a problem in which I do not want to iterate for LU factors using PARDISO from the last iteration of factorisation. Instead, I want the new LU factors to be derived from the original LU factors. This is what I mean:

PARDISO Iteration 1: Y0 (matrix) -> L0U0 -> X0 (solution)

Iteration 2: Y1 (Y0 updated) -> L1U1 (derived from L0U0) -> X1

Iteration 3: Y2 (Y0 updated) -> L2U2 (derived from L0U0) -> X2

Iteration 4: Y3(Y0 updated) -> L3U3 (derived from L0U0) -> X3

and so on...

I know using param(4) will get new LU factors from the LU factors from the last iteration; however, what I need is somewhat different as my starting point to find new LU factors remains constant.


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