I would like to use PARDISO to compute the SCHUR complement. I am trying to understand the documentation and I have questions:
- I understand that the Schur complement matrix is obtained in the solution vector. I had a look on PARDISO 5.0 (not the Intel software) documentation and the SCHUR complement is returned as a sparse matrix. Is MKL PARDISO returning a full matrix or a sparse matrix ? Also which element is where in the matrix.
- I will probably need to access the full factorization ie the Schur complement but also the other matrices (L11, L21, U11,U12 from the documentation). I understand it is possible to compute these matrices, but how can we access those and in which form.
- do you have a code example of PARDISO for computation of the SCHUR complement and access to all the matrices.
Thanks a lot.