Hi,
I have Intel MKL version 10.3
Here is my problem :
I have a 1 000 000 x 1 000 000 matrice with 7 non zeros values per row. I want to calculate Ax=b 1 000 000 times.
For the first solve, my b is : [ 1 0 0 0 ... 0 ] and I only want X1 (first element of solution vector).
For the second solve, my b is : [ 0 1 0 0 ... 0 ] and I only want X2.
For the third solve, my b is : [ 0 0 1 0 ... 0 ] and I only want X3.
...
For the 1 000 000th solve, my b is : [ 0 0 0 0 ... 1 ] and I only want X1000000.
In resuming, in the solution vector, I always want only non zero element of my b vector and my b vector only have 1 non zero element.
For that, the partial solve could be a good solution but the problem was I need to recalculate ordering and factorisation for each solve because my b vector change and that take a lot of time (4 seconds each time).
So, it take more time with 1 000 000 partial solve than 1 000 000 complete solve without recalculate ordering and factorisation.
Do you have a idea how I can do that (with or without parital solve) in less time because right now it take me about 20 hours for all Ax=b (without parital solve and more time with partial solve)
I'm work on a single computer with 4 cores.
Thanks a lot
