Hi
I am having very serious precision issues by using intel mkl-lapack for matrix inversion:
Steps:
(1) I inverted a matrix using Matlab/Octave
(2) I use dgetrf and dgetri to invert the same matrix on two processors (a) Intel(R) Core(TM) i7-2600 CPU 3.40GHz for the test code/16GB of RAM on a windows machine using Intel Parallel Composer XE 2013, and (b) Intel(R) Xeon(R) CPU X5660 2.80GHz on a linux machine by using Composer xe 2011
(3) The problem is that the difference between the inverse obtained using Matlab/Octave and by using dgetrf and dgetri is different. There are differences is not an issue but the differences are based on processors is creating problems in large simulations. The answers received by using Intel Xeon Processors and Intel Composer XE 2011 Machine are more accurate than what is obtained by using the same code on windows machine
At this moment I think I am overlooking something i.e. creating a big mistake. An advice on solving this issue would be greatly appreciated. I have attached a sample code to highlight this issue. I have included the sample code but I was not able to upload input binary files on the forum (It was taking long long time)
Many thanks
Vineet