I use two functions dgetrf and dgetri to do large matrix inversion. The first function is doing LU decomposition and the second function is doing matrix inversion based on LU decomposition. When I comparing the result with matlab, I found some problems:
1. For the same big matrix (I tried 10000 by 10000), the speedup of mkl is not very large. For exmaple, matlab took about 236 seconds while mkl took about 220 seconds to finish. I want to know whether this speedup is ok? Or mkl can get much better performance?
2. I found two parameters in dgetri is very important for the performance: work and lwork. At first I set work = 8*N, N is the size of the matrix, then mkl will slower than matlab; Then I changed work = N*N, after that mkl could achieve the speedup I mentioned. Is there any other things I need to do to get a better performance?
3. In my code I also want to do dense matrix multiply sparse matrix. Is there any specific function in mkl I can use for this? Or I can just use cblas_dgemm to do matrix multiplication?
Thanks for the help.