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Re: [Getfem-users] Gmm matrix multiply accuracy issue

From: Umut Tabak
Subject: Re: [Getfem-users] Gmm matrix multiply accuracy issue
Date: Wed, 19 Oct 2011 16:37:58 +0200
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On 10/19/2011 10:29 AM, Umut Tabak wrote:
Dear all,

I have run into a problem today with the gmm++ library. I am not very sure where the problem could be. I coded a symmetric lanczos solver for my problem and used gmm++ and MUMPS (as the linear solver). However, the accuracy of the basic linear algebra operations matrix-vector product and gmm::add, scale and so seem to be questionable to me.

Well it could be a bit  cryptic to understand for you, maybe, but let me rephrase with an example:

I am computing some coefficients to form a tridiagonal matrix and these coefficients that I compute in gmm++ start to deviate from the ones I computed in MATLAB. They seem to be the same at the starting iterations then conducting these matrix-vector operations(for orthogonalizations), they start to diverge, I am not sure what the problem could be.

I went over my code several times, however, the end results tell me that there is indeed a problem in the orthogonalization phase, which is basically a combination of matrix-vector operations.

Any comments are appreciated on this issue.

Best regards,
As a reply to my own post, there is definitely a problem in the linear algebra operations in gmm++ from accuracy point of view.

I tested my problem with MTL4 and the results seem to be far more close to what they should be.

I am not sure what the problem is in gmm++ but this deserves some attention.

I can provide a test case in MATLAB and gmm++ where I compare these tridiagonal coefficients of the lanczos proces. To test the MATLAB code, one should have the MUMPS MATLAB interface installed.
Best regards,

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