I am trying to solve for x in Ax=B, where A is a symmetric positive definite square sparse matrix, B is a matrix with the same numbers of rows as A and multiple columns, and x has the same dimensions as B.
I have successfully used Pardiso and the MKL DSS (direct sparse solver) routines for this, but I am looking for a third alternative, and from the documentation it looks like the mkl_dcsrsm routine should be able to do it, however it just returns garbage.
I suspect that either mkl_dcsrsm isn't meant for what I'm doing or I am setting the matdescra array incorrectly (I have tried 'SUNF ' and 'TUNF ' with 1-based indexing). The documentation on mkl_dcsrsm says that "A is a sparse upper or lower triangular matrix...". In my case A is a sparse symmetric matrix and hence I am just passing it the upper triangle (like I do with Pardiso and MKL DSS).
Can anyone shed some light on it?