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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10
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2answers
822 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 ...
7
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1answer
2k views

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 $\...
0
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1answer
619 views

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 ...
0
votes
1answer
1k views

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, ...