|
Re: OPR-computation-related linear algebra problem
Finally had time to speak with the math guys.
The built-in LV linear algebra I was using links to an older version of Intel's MKL, but if I had used the SPD option on the solver it would indeed have been faster than the general version.
There is a toolkit called "Multicore Analysis and Sparse Matrix Toolkit", and they ran the numbers using that tool as well. Due to a newer version of MKL, the general solver is much faster. The right column converts the matrix into sparse form and uses a sparse solver.
Greg McKaskle
|