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Very Robust Method based on Symmetric Weighted Matchings and 1 x 1 and 2 x 2 Bunch and Kaufmann Pivoting. The MKL manual does not provide that option (any more?).
Now only iparm(21) = 0 (1x1 diagonal pivoting) and iparm(21) = 1 (1 x 1 and 2 x 2 Bunch and Kaufmann Pivoting) are available, according to MKL manual.
Thanks,
Brian
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-Brian
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Dear Brian,
iparm(21) is a working option. Unfortunately MKL Reference Manual is out-of-date and this bug in documentation will be fixed in the MKL Reference Manual for theMKL 10 Update 3.
So the correct description of iparm(21) is the following
iparm(21) - pivoting for symmetric indefinite matrices
iparm(21)controls the pivoting method for sparse symmetric indefinite matrices. If iparm(21) is 0, then 1x1 diagonal pivoting is used. If iparm(21) is 1, then 1x1 and 2x2 Bunch and Kaufman pivoting will be used within the factorization process. If iparm(21) is 2, then a very robust preprocessing method based on symmetric weighted matchings and 1x1 and 2x2 Bunch and Kaufman pivoting will be used within the factorization process. The default value of iparm(21) is 1. Bunch and Kaufman pivoting is available for matrices: mtype=-2, mtype=-4 and mtype=6.
All the best
Sergey

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