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

Showing results for

- Intel Community
- Software Development SDKs and Libraries
- Intel® oneAPI Math Kernel Library & Intel® Math Kernel Library
- Still problem with ZGETRF and ZGETRI

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

Dan4

Beginner

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

09-10-2010
09:52 AM

65 Views

Still problem with ZGETRF and ZGETRI

I had posted another topic regarding my problem with ?GETRF and ?GETRI and ?GETRS. The problems seemed to be solve, but I still get very strange results, sometimes. The results are totally different from results I get from another library just in order to verify that I am using MKL correctly. I am using Linux, Intel C++ Compiler 11.1 and MKL. The code I used is below:

dense_matrix

double *MKL_RL2;

MKL_RL2=new double[nCells*nCells];

double x=1.0;

for (int i=0; i

RL2(i, j)=x;

MKL_RL2[j*nCells+i]=x;

x+=1.0;

}

try

{

gmm::lu_inverse(RL2);

// MKL solution to perform "RL" matrix inversion

int info;

int ipiv[nCells];

int lwork=-1;

double optwork;

dgetrf(&nCells, &nCells, MKL_RL2, &nCells, ipiv, &info);

dgetri(&nCells, MKL_RL2, &nCells, ipiv, &optwork, &lwork, &info);

double *work;

lwork=(int)optwork;

work=new double[lwork];

dgetri(&nCells, MKL_RL2, &nCells, ipiv, work, &lwork, &info);

delete[] work;

}

catch (dal::failure_error& e)

{

DAL_THROW(failure_error, "Failed to invert RL matrix\\n" << e.what());

}

delete[] MKL_RL2;

As you see, I am comparing "RL2" from GMM++ library with "MKL_RL2" with MKL and as I stated, the results are 100% different. The results from GMM++ are correct (I verified with MATLAB) but MKL, by some reason doesn't work correctly. I have same problem with I use MKL function with complex

Is there anything wrong with the code that I call MKL functions? First I factorize the matrix, then query to get optimal value for the work space, and the call getri to invert the matrix. This is exactly as MKL example in FORTRAN does (except querying and they used 64*N which I tried also without any success).

I would appreciate your helps.

Regards,

Dan

Link Copied

4 Replies

mecej4

Black Belt

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

09-10-2010
11:45 AM

65 Views

[1 4 7]

[2 5 8]

[3 6 9]

Please give a specific example, preferably involving a small matrix such as this one, but one that has an inverse, where MKL gives you an incorrect result for the inverse.

Dan4

Beginner

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

09-10-2010
04:21 PM

65 Views

Yes you are right. The previous code can generate singular matrices in some cases. So I changed it that the matrices are filled randomly but there is a huge difference between results:

dense_matrix

double *MKL_RL2;

MKL_RL2=new double[nCells*nCells];

srand((unsigned)time(0));

for (int i=0; i

RL2(i, j)=(double)(rand()%100)+1;

MKL_RL2[j*nCells+i]=(double)(rand()%100)+1;

}

try

{

gmm::lu_inverse(RL2);

// MKL solution to perform "RL" matrix inversion

int info;

int ipiv[nCells];

int lwork=-1;

double optwork;

dgetrf(&nCells, &nCells, MKL_RL2, &nCells, ipiv, &info);

dgetri(&nCells, MKL_RL2, &nCells, ipiv, &optwork, &lwork, &info);

double *work;

lwork=(int)optwork;

work=new double[lwork];

dgetri(&nCells, MKL_RL2, &nCells, ipiv, work, &lwork, &info);

delete[] work;

}

catch (dal::failure_error& e)

{

DAL_THROW(failure_error, "Failed to invert RL matrix\n" << e.what());

}

delete[] MKL_RL2;

Do I call MKL functions incorrectly? Is there something else that I need to take care but I haven't?

Thanks,

Dan

mecej4

Black Belt

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

09-10-2010
05:21 PM

65 Views

One major problem in your code: you do not seem to realize that random numbers are, if may I say it, random!

Since you make different calls to rand() for generating elements of matrices RL2 and MKL_RL2, you are calling GMM and MKL with

Use, instead, a well-behaved and well-defined matrix such as (in Matlab notation) A =[2 -1 0; -1 2 -1; 0 -1 2], with inverse [3/4 1/2 1/4; 1/2 1 1/2; 1/4 1/2 3/4]. Report what you get from MKL for the inverse of this matrix with your code.

With such a simple matrix, one can deal with MKL and how to call it correctly, without bringing in yet another package (such as GMM, which I have never used) into the picture.

Todd_R_Intel

Employee

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

09-30-2010
08:17 AM

65 Views

Are you still seeing problems? Have the comments and suggestions made by mecej4 been helpful? Let us know if you still have problems with a test case that is reproducible.

Todd

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