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Eigen + MKL + Banded Solver (dgbsv)

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burkhart
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Eigen + MKL + Banded Solver (dgbsv)

Tue Apr 03, 2012 7:11 am
Is it possible to use the band Matrix of Eigen as input for LAPACK banded solver dgbsv.
I am currently using the latest development release of Eigen, Visual Studio 2008 with Intel Compiler Suite, MKL 10.3.

The systems we are solving have square banded system matrices with ku=13, kl=24, N~10000.
The Lapack banded solver is much faster than e.g. SuperLU, Umfpack or PARDISO, although the band is relatively dense (75% Zeros).

Thanks!
Daniel
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ggael
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Yes the storage is compatible, assuming you use ColMajor which is the default


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