@SilverShaded wrote:
Hi, i've just started to use Math.Net numerics to solve Ax=B and noticed a significant speed increase over various Matrix inversion algorithms (yes I know inverting a matrix is not the best way to solve Ax=B anyway but the code was easily available...).
Anyway now to the point, I switched it to use the MKL library, tested it and found no increase in speed at all, as far as I can tell it should be working the LinearAlgebraProvider shows the MKL is being used.
The matrices are not huge e.g. ~30x30 but are called many times a (several thousand times), they are tri-diagonal with off band elements.
Would you expect MKL to give any increase in speed for this size of matrix, or is it just too small and the overhead of calling the subroutine just cancels out any benefit?
I really want to speed up the solution time, not many options left, unless anyone has any suggestions. I understand there is a method of solving tri-diagonals with off-band elements (i have the Thompson algorithm for pure tri-diagonals (btw can this be done in .Numerics?)) but I cant find an algorithm for TDM's with off-band elements, although I have reason to believe one exists.
Any ideas/suggestions gratefully received?
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