Intel® oneAPI Math Kernel Library
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modifying the pardiso solver's sparse factorization

Jaron_K_
Beginner
188 Views

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
188 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
188 Views

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

Gennady_F_Intel
Moderator
188 Views

yes. that's not possible 

Alexander_K_Intel2
188 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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