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Hi,

I am trying to find an inverse of a sparse matrix and then multiply it with another sparse matrix: A*inv(B). But I could not find any routine for making inverese of a sparse matrix. The only function that I found is inv() which I don not know is for sparse matrix or not and if it is how can I input the sparse matrix.

Any help is appreciated. Thanks

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A and B are symetric and I'm using kernel library in FORTRAN.

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To get inv(B), you can solve the system ** B*inv(B)=I**, where

**is the identity matrix. You can use the MKL PARDISO direct sparse solver for this purpose. Learn more about MKL PARDISO from the documentation: http://software.intel.com/en-us/node/470282**

*I*Also, do you intend *B** *as a sparse upper or lower triangular matrix? If so then it might be easier to use the "mkl_?csrsm" function. This can compute ** inv(B')*A**, then take a transpose of the result to get what you need. See more about "mkl_?csrsm" here: http://software.intel.com/en-us/node/468602#D4C63016-4279-4E47-8ECA-DC04B2161C5E

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Vahid, what do you intend to do with the inverse, once you have found it?

This is an important question, and several articles exist wherein it is argued that, with a few exceptions, both efficiency and accuracy are sacrificed by forming the inverse explicitly.

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