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Benchmark intel MKL LDLT algorithms. #9

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pettni opened this issue Oct 14, 2021 · 0 comments
Open

Benchmark intel MKL LDLT algorithms. #9

pettni opened this issue Oct 14, 2021 · 0 comments

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@pettni
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pettni commented Oct 14, 2021

The intel math kernel library (package libmkl-dev) contains both dense and sparse LDLT decompositions.

The dense version is a LAPACK implementation (dsytrf), must figure out how to link against it.

/usr/include/mkl/mkl_lapack.h

The sparse version can be interfaced with through the <Eigen/PardisoSupport> header.

/usr/include/mkl/mkl_pardiso.h
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