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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 LDL^{T} 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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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.

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

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yes. that's not possible

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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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