Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- Intel Community
- Software
- Software Development SDKs and Libraries
- Intel® oneAPI Math Kernel Library
- Sparse eigenvalue problem for large matrixes

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

Malova_Anna

Beginner

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

02-17-2012
01:02 AM

77 Views

Sparse eigenvalue problem for large matrixes

Hello,

Im trying to solve sparse symmetry eigenvalue problem using MKL LAPACK.

My matrix leads from PDE and has 5 non-zero diagonals (with wide band), it is symmetry and not positive-define. Matrix is large (order ~ 10^4 and more) or very large (order ~ 10^7 and more).

I need to find all eigenvalies and all eigenvectors. I would like to get all eigenvectors not simultaneous, but gradually at several portions because of large size of matrix.

Now I use dsbev() or such sequence of routines:

- dsbtrd(), vect = `V`,
- dstebz(),
- dstein(),
- dgemm() for getting eigenvectors of A from eigenvectors of tridiagonal T.

My questions are:

- Is it possible to store orthogonal matrix Q from dsbtrd() in some compact storage sheme?
- Is there another way to get all eigenvectors at several steps for large (sparse band) matrixes?

Thank you in advance for help,

Anna

Link Copied

2 Replies

Aleksandr_Z_Intel

Employee

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

02-17-2012
02:01 AM

77 Views

You may use ?sbevx for partial spectrum calculation. But the matrices you described are not so big indeed and it could be better to compute the full spectrumat once.Also you may use ?sbevd for better performance.

And as of orthogonal matrix Q, it doesn't make a sense to keep it in compact storage shemebecause Q is a dense matrixin general.

Malova_Anna

Beginner

- Mark as New
- Bookmark
- Subscribe
- Mute
- Subscribe to RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

02-18-2012
05:31 AM

77 Views

Dear Alexandr,

Thank you for your advice.

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

For more complete information about compiler optimizations, see our Optimization Notice.