Questions tagged [intel-mkl]

The Intel Math Kernel Library is a software library for Intel and compatible processors. It provides vectorized and threaded routines for optimal performance and is compatible with all C, C++ and FORTRAN compilers.

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Losing memory on each call to scalapack solve function

I am solving a large system of equations using scalapack. Some systems that should run with no problem failed, apparently due to lack of memory in an mpi call. After investigating with ...
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4 votes
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Block-Tridiagonal Matrices with tridiagonal blocks

The Setup Using finite differences to discretize the 2d diffusion equation $$\partial_tu=\partial_x\left(A\partial_xu+B\partial_yu\right)+\partial_y\left(B\partial_xu+C\partial_yu\right)$$ we get a ...
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7 votes
0 answers
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Can we sparse solve a few eigenvalues specified by index range?

I need to solve a few eigenvalues of a large sparse matrix specified by their index range. These indices are according to the whole eigenspectrum sorted in algebraic (not absolute value) ascending ...
3 votes
1 answer
1k views

Sparse Matrix Matrix multiplication using Intel MKL

Let $D$ be a sparse matrix. I want to compute $D\times D^T$. As $D$ is fairly large, so I am row-slicing $D$. That means for a range $(i,j)$, I am computing $C = D(i:j,:) \times D^T$ and performing ...
1 vote
1 answer
312 views

Relation between IPC and number of cores? Which spec mention theis number?

In multicore architecture, are Instructions Per Second (IPS) and Instructions Per Cycle (IPC) parameters of a single core or the whole CPU? Where to look out for this value? And does it change as the ...
6 votes
0 answers
442 views

Is there any catch on using `zgemm3m` vs regular `zgemm`?

I've just (to my embarrassment) encountered a BLAS-like extension of a matrix-matrix product subroutine gemm in Intel MKL: gemm3m...
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2 votes
0 answers
132 views

Solving electrostatics Poisson equation with Intel MKL routines

I am trying to solve the 3D Poisson equation $$\nabla\cdot(\epsilon(\mathbf{r})\nabla) u(\mathbf{r}) = f(\mathbf{r})$$ I notice intel advertises routines that appear to solve $$\nabla^2u(\mathbf{r}...
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3 votes
1 answer
566 views

MKL/FFTW performance of batch 1-D FFTs

MKL and FFTW offer 1-D FFTs that can operate on many inputs simultaneously - in other words, they can batch-transform the columns of some input matrix. Is the performance of these multi-transforms ...
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1 vote
0 answers
137 views

$ A * B $ computation when B is a symmetric matrix in armadillo [closed]

Is there any way to multiply a symmetric matrix by a dense one in armadillo(and use the fact that we have a symmetric matrix)? I know about DSYMM Routine in BLAS,...
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1 vote
1 answer
1k views

General understanding of Intel MKL, threads and MPI

Preface I seem to lack a fundamental understanding of best practise recommendations given by Intels MKL user guides for using MKL in threaded applications. So let's clarify it together. Wording and ...
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2 votes
1 answer
948 views

The difference between mkl_intel_lp64 vs mkl_gf_lp64 in a numerical reproducibility issue with Intel MKL

It has been discussed that Intel MKL can exhibit irreproducible behavior under certain conditions. In fact, this is a known thing and described by Intel as Conditional Numerical Reproducibility. A ...
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10 votes
2 answers
1k views

How much regularization to add to make SVD stable?

I've been using Intel MKL's SVD (dgesvd through SciPy) and noticed that results are are significantly different when I change precision between ...
2 votes
1 answer
1k views

Which is the best subroutine available for solving sparse linear system of equations [closed]

I am trying to solve the system of linear equations: $AX=B$. For this currently I am using Intel MKL Pardiso solver. It works well when the order of $A$ is around $13500\times13500$ and below. Above ...
1 vote
0 answers
289 views

How to reshape matrix into row-major order for MKL DSS?

I would like to use MKL to solve a sparse linear system. I chose the DSS (Direct Sparse Solver) interface, which implements the following steps: ...
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1 vote
2 answers
428 views

Using two computers to run one parallelized program with intel fortran [closed]

I have two computers, both with 4-cores and I am running some heavy computational stuff in one of them using Intel Parallel Studio Cluster edition. I am coding in fortran and making extensive use of ...
1 vote
1 answer
312 views

Appropriate Lapack/MKL routines to efficiently compute C = A* inv(B)

I know that, from numerical point of view, computing Ax = b B=inv(A), x= B*b are completely different things, and we should factor the matrix using TRF routine ...
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1 vote
1 answer
268 views

Total Flop count for LAPACK DPOSV

I am looking at the LAPACK DPOSV routine that computes the solution to the real system of linear equations A * X = B. The routine description can be found here: http://www.math.utah.edu/software/...
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0 votes
1 answer
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Is it possible to output the matrix condition number from pardiso (MKL)? [closed]

I am assuming the pardiso solver calculates (or estimates) the condition number before proceeding to the solution phase. Is there a way to make pardiso output the condition number? Alternatively, ...
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1 vote
1 answer
942 views

An efficient way to convert between MKL and Armadillo types

We use Armadillo a lot in our code but there are places where we prefer to use MKL directly from Vector Math Library. We have cx_vec i.e. vector of doubles. But the exp function of armadillo uses std::...
1 vote
2 answers
252 views

SLATEC rouitne dslucs() and MKL correspondence

I am looking for a routine (or set of routines) in the Intel MKL that that can replace dslucs (Incomplete LU BiConjugate Gradient Squared Ax=b Solver) in ...
5 votes
0 answers
220 views

BLACS context value and multiple MPI communicators [closed]

I am reposting here a question previously asked in stackoverflow: as suggested in a reply to my question, scicomp could be a better place to obtain some useful comments/suggestions for my problem. I ...
1 vote
1 answer
165 views

large symmetric positive band matrix

I use gpbsv command from Intel MKL to solve symmetric positive band system. But unfortunately when the system is large I get an error Access violating writing location in VisualStudio. Could someone ...
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7 votes
1 answer
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Solving for null space of a matrix with mkl LAPACK

I want to find a solution for $xA=0$, where $A$ is a square matrix. I know that most of the LAPACK routines solve for $Ax=b$. So I take $A^T$ as a, and set $b=0$. I have an additional restriction of $\...
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3 votes
4 answers
5k views

How to tell which (sequential or parallel) version of Intel MKL is linked?

Recently I am using Umfpack with Intel MKL BLAS. To link the library to a program one has to link mkl_rt.lib / mkl_rt.so. However there is no word which version: sequential or parallel of library is ...
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6 votes
1 answer
492 views

Reference BLAS/LAPACK from NETLIB is twice as fast as MKL for complex numbers

I'm solving the Helmholtz equation using PETSc. I found with the PETSc configure option --download-f-blas-lapack my program runs twice as fast over running it with ...
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0 votes
1 answer
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ZGETRF and ZGETRS from MKL - zgetrf fails and still zgetrs works?

I have a large system of equations $$Ax=b$$ and I know matrix $A$ and right-hand side vector $b$. I'm using MKL to solve this system. The matrices are complex. I have used the general solver ...
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4 votes
1 answer
595 views

PETSc's makefile system can't find MKL

I'm learning PETSc and trying to make the examples written in C. However, when I use the provided makefile, I get the following error: ...
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33 votes
5 answers
15k views

Performance differences between ATLAS and MKL?

ATLAS is a free BLAS/LAPACK replacement that tunes itself to the machine when compiled. MKL is the commercial library shipped by Intel. Are these two libraries comparable when it comes to performance, ...