Hello!
I use
Windows 10
Intel(R) Core(TM) i5-3320M
Intel(R) Visual Fortran Compiler Professional Edition 11.1.072 Update 9 for Windows*
Intel(R) Math Kernel Library 10.2 Update 7 for Windows* OS
I was solving a functional equation, involving a repeated solution of a big system of linear equations. GESV does the job reliably well. The system is sparse with a very small proportion of non-zero elements, therefore I wanted to try the sparse solver, expecting it would work much more efficiently. This was my first experience using PARDISO, I cannot be sure that I set up everything correctly. It is indeed much more efficient, but gives an incorrect solution.
I tested the methods on a simpler problem, the coefficient matrix from the MKL manual, and both solvers give the same solution. It is a bit confusing. I did not dig into computational details of PARDISO, I chose default values for iparm.
I attach a zip file with Visual Studio project. To illustrate the case, I give an example of an incorrect solution from PARDISO in the simplest case that I could make (14 equations), the real problem that I was solving had 5,000 equations (but can have much more, depends on the discretization of the domain). In this example, there is a significant difference in the seventh element of solution vectors. The code also has a commented "Alternative simple example", based on the coefficient matrix from the MKL manual, that gives the same solutions from both methods.
Thank you in advance for help.