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- Passing huge data of matrix to dposv function of MKL

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S__MPay

Beginner

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12-31-2016
03:45 AM

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Passing huge data of matrix to dposv function of MKL

As you know the dposv is a function that solve A.X = B while the A is a symmetric matrix.

The dposv only needs the upper or lower part of symmetric matrix as it can be observed in this example.

Now I have to solve a 33000x33000 double precision matrix which takes over 8.1 GB of memory.

Can making a 33000x33000 array be avoided so I don't have to pass the zero members?

Is there any alternative solving function that provides that?

I know there are solvers out there that can solve this type of problems very efficiently; Please help me to make most of MKL.

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mecej4

Black Belt

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12-31-2016
09:50 AM

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mecej4

Black Belt

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12-31-2016
09:50 AM

34 Views

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