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Petros_Mamales

Beginner

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02-06-2012
08:06 PM

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mkl_ddiasv complexity

I would like to ask on the complexity of the mkl_ddiasv sarse diagonal solver.

In particular, if my diagonal matrix is a tridiagonal does it have a comparable complexity with the Thomas algorithm?

(I realize that it cannot be the same, but if mt'ed serious benefits could be gained in using this insead of a hand-written Thomas).

Also for 5-diagonal systems, is the complexity something like bandwidth*matrixSize?

Thank you in advance for your help,

Petros

PS: btw,both solvers (Thomas-tridiagonal and 5-diagonal ) could be very useful additions to mkl. My understanding is that, currently, the only other avail are the BLAS/LAPACK ones that only economize in storage.

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Sergey_K_Intel1

Employee

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02-10-2012
01:09 AM

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The mkl_?diasv routine solves one of the systems of equations: A*x or A^T*x =f where A is a triangular upper or lower sparse matrix stored in the diagonal format. The Thomas algorithm is used to solve tridiagonal systems of equations. So we can see that the functionality is different.

As concerns the complexity of mkl_ddiasv, it is equal to 2*bandwidth *(matrix size).

Sergey

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