Symmetric Sparse Inversion

Symmetric Sparse Inversion

Hi,

I am trying to find an inverse of a sparse matrix and then multiply it with another sparse matrix: A*inv(B). But I could not find any routine for making inverese of a sparse matrix. The only function that I found is inv() which I don not know is for sparse matrix or not and if it is  how can I input the sparse matrix.

Any help is appreciated. Thanks

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A and B are symetric and I'm using kernel library in FORTRAN. 

Zhang Z (Intel)'s picture

To get inv(B), you can solve the system B*inv(B)=I, where I is the identity matrix. You can use the MKL PARDISO direct sparse solver for this purpose. Learn more about MKL PARDISO from the documentation: http://software.intel.com/en-us/node/470282

Also, do you intend B as a sparse upper or lower triangular matrix? If so then it might be easier to use the "mkl_?csrsm" function. This can compute inv(B')*A, then take a transpose of the result to get what you need. See more about "mkl_?csrsm" here: http://software.intel.com/en-us/node/468602#D4C63016-4279-4E47-8ECA-DC04...

mecej4's picture

Vahid, what do you intend to do with the inverse, once you have found it?

This is an important question, and several articles exist wherein it is argued that, with a few exceptions, both efficiency and accuracy are sacrificed by forming the inverse explicitly.

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