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  • enpexFebruary 2, 2012 12:57 AM PST   
    Extract upper/lower triangular matrix of sparse (CSR) symmetric matrices

    Hello,

    I am trying to use PARDISO to solve a sparse linear least-squares problem Ax=b, where A is a m-by-n matrix with m>n. Let's assume I already constructed A in CSR-format.

    In order to solve that system using sparse solvers I learned that it is necessary to compute C=(A' A) and d=(A' b) and then solve Cx=d instead (see here). So, I compute C using mkl_?csrmultcsr.

    The problem: since C is symmetric, PARDISO expects it to be an upper triangular matrix, which it is not after using mkl_?csrmultcsr. So, the matrix checker (iparm(26)=1) fails.

    My question: Is there another function in the MKL which extracts the upper/lower triangular matrix of a whole matrix?


    Thank you in advance for you time and suggestions,
    Nils




    Alexander Kalinkin (Intel)February 2, 2012 1:15 AM PST
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    Extract upper/lower triangular matrix of sparse (CSR) symmetric matrices

    Hi,
    From my point of view the best solution in this case is to set matrix C as unsymmetric and use full format of matrix C.
    With best regards,
    Alexander Kalinkin


    enpexFebruary 3, 2012 2:30 AM PST
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    Extract upper/lower triangular matrix of sparse (CSR) symmetric matrices

    Hi Alex,

    Thanks for your answer. This is exactly how I am doing it at the moment. I just wondered if there exists another way. So, know I know - thanks!

    Regards,
    Nils

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