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Jaron_K_
Beginner
113 Views

modifying the pardiso solver's sparse factorization

I am attempting to implement this algorithm for efficiently computing the solution to a sparse linear system of equations when small changes are made to the input matrix A by updating only the matrix L in the LDLT factorization of A.  However, from what I have seen there is no documentation about accessing L and D in the pardiso solver.  Ideally, my code would look roughly like this:

1. run solver on matrix A with phase 13

2. use solution to compute modification to matrix A

3. use the linked algorithm to directly modify L and D, still in pardiso's memory

4. run solve on matrix A with phase 33, which should use the modified L and D to instead solve the system for the modified matrix A

5. repeat steps 2 through 4 

How would I go about doing this?  Is it even possible with pardiso?

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4 Replies
Gennady_F_Intel
Moderator
113 Views

You may get the diagonal elements of initial or factorized matrix by using pardiso_getdiag() routine and with regard to L: you couldn't obtained and the update L part of factorized matrix. 

Ivan_K_6
Beginner
113 Views

Does this mean that it is impossible to get L and D factors "exported" as a matrix?

Gennady_F_Intel
Moderator
113 Views

yes. that's not possible 

113 Views

Hi,

Probably you can try this approach if you need to solve set of system with small changes in matrices.

Thanks,

Alex

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