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Gonzalo_Feijoo

Beginner

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12-06-2011
09:52 AM

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nonlinear least squares - support for large sparse problems.

I would appreciate if someone could answer the following question for me: does the nonlinear least square solver has support for sparse problems? I mean, what if the optimization problem is large and the jacobian matrix is sparse (each row contains a few nonzeros). Some libraries, such as Matlab, give you handles so you can write a subroutineto compute theappropriatematrix-vector products instead of forming the Jacobian. Does Intel MKL have something like this?

Thank you in advance,

Gonzalo

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mecej4

Black Belt

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12-06-2011
10:36 AM

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Other than that, there is probably no provision for exploiting sparse structure.

Gonzalo_Feijoo

Beginner

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12-07-2011
11:15 AM

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Quoting mecej4

Other than that, there is probably no provision for exploiting sparse structure.

For more complete information about compiler optimizations, see our Optimization Notice.