PARDISO, reuse symbolic factorization

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Zohar on 19 Dec 2019
Edited: Zohar on 28 Aug 2021
I installed the matlab package from, and I built the .mex linking with libpardiso600-WIN-X86-64.lib.
I'm solving in a loop a series of problems Ax=b, where A changes, but still has the same sparsity pattern. To exploit that, in the initialization, I only perform symbolic factoriazation once (which supposes to allocate the data structures), and I free it only once; this is the general idea:
pardiso_info = []
bSolverInitialized = 0;
for i = 1:n
A = As{i};
rhs = rhses{i};
A = A + eps*speye(size(A)); % diagonal must be full
A = tril(A);
% initialize
if ~bSolverInitialized
bSolverInitialized = 1;
pardiso_info = pardisoinit(-2,0);
% Analyze the matrix and compute a symbolic factorization.
pardiso_info = pardisoreorder(A, pardiso_info, false);
% Compute the numeric factorization
pardiso_info = pardisofactor(A, pardiso_info, false);
% Compute the solutions using the symbolic factorization
[sol, obj.pardiso_info] = pardisosolve(A, rhs, pardiso_info, false);
clear pardiso_info;
I execute this code many times (in an outer loop). Matlab memory usage increases until it hangs. I suspect a memory leak, and pardiso is my prime suspect. I'll need to do further testing to try and pinpoint the problem, but I thought to verify first that I'm using it correctly since the manual didn't mention reusing symbolic factorization.
I'm not sure if it's the right place for the question. doesn't seem to have a forum, but Intel may support it as part of MKL.

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Accepted Answer

Zohar on 21 Dec 2019
Edited: Zohar on 11 May 2021
I played with it a bit. I tried tracking the memory allocations using 'profile -memory on' and 'memory'. Unfortunately, the memory management in matlab is a fickle thing:
  • When an array is allocated, some of the memory can be reserved.
  • When you fill an array, allocation may occur.
  • There's the garbage collection who's reponsible to free the memory, and it's unpredicatable.
Pardiso had nothing to do with the leak, and what I did seems fine. Pure luck led me to my logger. Through a socket, I send messages to a local app (since I'm calling matlab from cpp, and I want to see output). I used tcpip for that. I didn't see anywhere mentioned that delete should be called in the end:
Also, adding delete didn't help.
Now, I'm using instead tcpclient, and for now, the leak seems to be resolved.
Jeremy Hu
Jeremy Hu on 4 Jul 2020
Ah ok cool, thanks again Zohar!

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