Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 3/22/2024
Public

A newer version of this document is available. Customers should click here to go to the newest version.

Document Table of Contents

mkl_pardiso_pivot

Replaces routine which handles Intel® oneAPI Math Kernel Library (oneMKL) PARDISO pivots with user-defined routine.

Syntax

call mkl_pardiso_pivot (ai, bi, eps)

Include Files

  • mkl.fi, mkl_pardiso.f90

Description

The mkl_pardiso_pivotroutine allows you to handle diagonal elements which arise during numerical factorization that are zero or near zero. By default, Intel® oneAPI Math Kernel Library (oneMKL) PARDISO determines that a diagonal elementbi is a pivot if bi < eps, and if so, replaces it with eps. But you can provide your own routine to modify the resulting factorized matrix in case there are small elements on the diagonal during the factorization step.

NOTE:

To use this routine, you must set iparm(56) to 1 before the main pardiso loop.

NOTE:

This routine is available only for in-core Intel® oneAPI Math Kernel Library (oneMKL) PARDISO.

NOTE:

The matrix types mtype=2 (symmetric positive-definite matrix) and mtype=4 (complex and Hermitian positive definite) are not supported, because the Cholesky factorization without pivoting is used for these matrix types.

Input Parameters

ai

DOUBLE PRECISION - for real types of matrices (mtype=2, -2, 4, and 6) and for double precision Intel® oneAPI Math Kernel Library (oneMKL) PARDISO (iparm(28)=0)

Diagonal element of initial matrix corresponding to pivot element.

bi

DOUBLE PRECISION - for real types of matrices (mtype=2, -2, 4, and 6) and for double precision Intel® oneAPI Math Kernel Library (oneMKL) PARDISO (iparm(28)=0)

Diagonal element of factorized matrix that could be chosen as a pivot element.

eps

DOUBLE PRECISION

Scalar to compare with diagonal of factorized matrix. On input equal to parameter described by iparm(10).

Output Parameters

bi

In case element is chosen as a pivot, value with which to replace the pivot.