All Questions
30 questions
1
vote
0
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148
views
Does cblas_dgemm mutate my input matrices?
I have written a matrix class Matrix<T> for which I have implemented a wrapper function for cblas_dgemm.
...
- 111
0
votes
1
answer
4k
views
Dynamic Sized Identity Matrix in Eigen
I am aware of creating an identity matrix in Eigen if the number of rows and columns are known. How do we create them dynamically when the size is not known? An example would be useful. Thanks.
- 21
1
vote
0
answers
1k
views
Symmetric Matrix in Eigen C++
I am aware of a symmetric matrix type in uBLAS as ublas::symmetric_matrix matrix. Is there an equivalent for this in Eigen library that can be used to construct one or do we need to explicitly check ...
- 21
0
votes
0
answers
184
views
Calculating the exponential of a complex matrix
I am trying to calculate the exponent of a 3 x 3 matrix using the formula
$\sum_{i=0}^\infty\frac {A^n}{n!}$
I believe that my error may lay in the scalar division with a factorial or the member ...
- 115
0
votes
1
answer
432
views
Computing excited states using itensor (with DMRG)
I am trying to compute first few excited states of some Hamiltonian (I am using itensor and its DMRG algorithm). To do so, I am ...
- 119
0
votes
2
answers
2k
views
Does armadillo library slow down the execution of matrix operations?
I've converted a MATLAB code to C++ to speed it up, using the Armadillo library to handle matrix operations in C++, but surprisingly it is 10 times slower than the MATLAB code!
So I test the ...
- 131
2
votes
1
answer
94
views
Dense decomposition of very non-square matrices
I have inherited code that solves Eigen::Matrix problems using the code shown on this page:
...
- 121
1
vote
2
answers
308
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Inverting big symmetric and singular matrices
In this post I found a very similar probem to the one I have, but not a satisfactory answer for my purposes.
I have a set of matrices $C_\ell$. They are exactly symmetric by construction. ...
- 129
4
votes
1
answer
186
views
Using GSL for basic operations
I am learning C/C++ for Scientific Computing and I have a question regarding the usage of scientific libraries for basic operations.
Suppose I have to write a small program in C for a bioinformatics ...
- 404
1
vote
1
answer
990
views
LAPACK sorting eigenvalues differently each time
I'm using LAPACK zgeev routine to get eigenvalues and eigenvectors of a symmetric matrix in C++. Problem is zgeev is being called in a loop but it sorts eigenvalues (and eigenvectors) differently ...
- 313
1
vote
0
answers
134
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Problem in analyzing the program of Gauss Jordan Inverse problem
I had to code a program which calculates Inverse of a matrix by Gauss-Jordan Inverse method , I was trying to analyse the program and then code it myself.
the link
http://hullooo.blogspot.in/2011/...
- 229
6
votes
3
answers
5k
views
Method to check for positive definite matrices
I think it's already been asked, but I still can't figure out a way to do it computationally.
I had to check for positive definiteness of an $n \times n$ matrix $A$. I know that for any nonzero ...
- 229
1
vote
2
answers
1k
views
LU decomposition of large dense matrices
I wanted to generate LU decomposition of large size dense matrices ($N>10^7$), the LU decomposition I'm currently using is based on Adaptive Cross Approximation and is taking very long time to ...
- 151
5
votes
3
answers
3k
views
Efficiently computing the product of a multi-dimensional matrix (or tensor) and vectors
Update: Thank you very much for all of you who answered below. I'm studying each answer now. In the long term, I'm more interested in solutions that work for sparse tensors (sorry I should have ...
- 515
6
votes
4
answers
8k
views
Beating typical BLAS libraries matrix multiplication performance
A dull matrix multiplication algorithm where we use the formula
$$C_{ij}=\sum_{k}A_{ik}B_{kj}$$
By literally following this in 3 loops we'll get a very slow program, because we don't utilize ...
2
votes
1
answer
696
views
Fast C++ implementation of sparse binary matrices
I am looking for the subject. The size of matrices will be around 1000x2000 elements with linear amount of ones (say, 6000 ones in the whole matrix).
The operations I will use the most:
iterating ...
- 143
3
votes
1
answer
2k
views
Vectorize a part of a huge matrix in C++
I have a large matrix, side-length is about $n\geq 1000$. I need to do element-wise multiplication of this matrix with another matrix many, many times. I make this process by:
Vectorizing (through ...
5
votes
1
answer
1k
views
Why do libraries need hand-vectorized code instead of compiler auto vectorization
C++ eigen library does vectorization for different architecture, like SSE, NEON etc. In their documentation they mentioned that, Eigen vectorization is not compiler dependent. But most modern ...
- 153
3
votes
2
answers
2k
views
Stabilizing a 3x3 real symmetric matrix eigenvalue calculation
I have many 3x3 real symmetric matrices for which I need to determine the eigenvalues. Wikipedia gives a nice non-iterative algorithm for this case, which I have translated into C++:
...
- 2,165
2
votes
1
answer
2k
views
Armadillo library appears slow
I have been experimenting in building a C++ project for a FDTDS system for Electro-Magnetics. I have implemented a class [see below] which I called mesh using the Armadillo library. The 3D matrices {...
3
votes
1
answer
774
views
Kernel of a Sparse Matrix
Given a sparse rectangular matrix $A$ (let's say, with dimension $n,m$ and number of non-zero elements $O(n)\sim O(m)$) with entries in $\mathbb Z/2\mathbb Z$ I'm looking for a basis of the kernel as ...
- 131
2
votes
1
answer
639
views
Recommendation for C/C++ library which offers Schur complement functions?
I need to find C/C++ libraries which offer function for computing Schur complement. I know about MUMPS and Pastix, but I need more of them to compare them in my research.
Do you have any experience ...
- 141
1
vote
2
answers
1k
views
Parallelization of element-wise matrix multiplication
I use Armadillo as an interface to OpenBLAS. In my current program, I have a loop, in which I do multiplications of the form
...
9
votes
6
answers
14k
views
Super C++ optimization of matrix multiplication with Armadillo
I'm using Armadillo to do very intensive matrix multiplications with side lengths $2^n$, where $n$ can be up to 20 or even more. I'm using Armadillo with OpenBLAS for matrix multiplication, which ...
0
votes
1
answer
317
views
GMRES: Making the matrix square without solving for boundaries
How do we define the matrix for GMRES, if we do not want to solve the boundary elements but only the interior ones.
I am using pentagonal elements so in a row there are 6 elements (cell itself + 5 ...
- 293
5
votes
1
answer
567
views
What is the most efficient way to obtain the max eigenvalue of a specific symmetric matrix via Eigen C++
Suppose I have a symmetric matrix $A_{1000\times 1000}$, which can be represented by:
$A = J G J^T$
where $J$ in 1000x3 is full column rank dense matrix; $G$ in 3x3 is a nonsingular dense matrix.
...
- 759
3
votes
1
answer
6k
views
How to change the dimensions of an Eigen Matrix in a loop?
I have a while loop, in which I use a Matrix A, vectors B and x with varying dimensions:
<...
- 759
2
votes
1
answer
391
views
A programming model for Quantum Mechanics angular momenta in Mathematica
I'm writing prototypes for solving the Liouville Equations with Mathematica and C++. Perhaps the question about this may not be suited for this forum in a strict way, but it suits the people here ...
1
vote
1
answer
2k
views
C+C++ library for inversion of a large scale matrix over cluster
I need to implement a matrix inversion of a very big matrix that currently is exceeding the memory limits of my machine (unfortunately I have little memory running on 32-bit machines). I would like to ...
11
votes
3
answers
1k
views
Testing if two 12x12 matrices have the same determinant
I am given a $12 \times 12$ matrix $Q$ that is symmetric, invertible, positive definite and dense. I need to test if $$\det(Q) = \det(12I-Q-J) \; \; (1)$$ where $J$ is the all ones matrix.
I am ...
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