Preordering saddle‐point systems for sparse L D L T factorization without pivoting
This paper focuses on efficiently solving large sparse symmetric indefinite systems of linear equations in saddle‐point form using a fill‐reducing ordering technique with a direct solver. Row and column permutations partition the saddle‐point matrix into a block structure constituting a priori pivot...
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Veröffentlicht in: | Numerical linear algebra with applications 2018-10, Vol.25 (5) |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | This paper focuses on efficiently solving large sparse symmetric indefinite systems of linear equations in saddle‐point form using a fill‐reducing ordering technique with a direct solver. Row and column permutations partition the saddle‐point matrix into a block structure constituting a priori pivots of order 1 and 2. The partitioned matrix is compressed by treating each nonzero block as a single entry, and a fill‐reducing ordering is applied to the corresponding compressed graph. It is shown that, provided the saddle‐point matrix satisfies certain criteria, a block
L
D
L
T
factorization can be computed using the resulting pivot sequence without modification. Numerical results for a range of problems from practical applications using a modern sparse direct solver are presented to illustrate the effectiveness of the approach. |
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ISSN: | 1070-5325 1099-1506 |
DOI: | 10.1002/nla.2173 |