LU matrices stored internally but you can get diagonal elements of Cholesky decomposition, number of positive and negative elements on diagonal an so on. What exactly you what to do with LU matrices obtained from PARDISO?
Hi, I am thinking of using LU matrices to compute some elements (or blocks) of the inverse matrix using recursive algorithms. For this, I need full access to LU (or L for Cholesky factorization) matrices.
thank you for your help. An example of recursive computing of inverse elements using LU matrices is given in Niessner et al. "On computing the inverse of a sparse matrix," International Journal for Numerical Methods in Engineering, Vol. 19, 1513-1526 (1983). (I can send a pdf file vie email).
I am thinking of putting the block that I need in the lower right part of the inverse matrix and then applying formulas (21) and (22) [see also Figs.3,4]. My original matrix is symmetric and I was wondering whether PARDISO could be used to make Cholesky factorization and return the L-matrix (instead of actually solving the linear system of equations).