Inquiry about speeding up a complicated model in INLA

[Ruby Ji]

Dear INLA Experts,

I have developed an anisotropic SPDE model with a RW1 time-varying spatial field. The model includes over 150 time steps, resulting in a large precision matrix (Q), which significantly increases computation time.

Currently, I am running the model on an HPC using a single node. I would like to know if it is possible to utilize multiple nodes through MPI in INLA, if such a feature is implemented. Alternatively, would acquiring a PARDISO license help speed up the computation?

Thank you for your time and advice.

Thanks,

Ruby

[Helpdesk (Haavard Rue)]

parallelisation using OpenMP is included, and with larger models then

num.threads="A:B"

A = 2 * number.of.hyperparameters
B = 1, 2, maybe 4

would be good.

you can check PARDISO but its free up to B=2 and cannot be used on a cluster.
for space-time it will be much bettter.

we're working with a new solver that will be the new default, but it will still
take some time

H

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