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174
A column approximate minimum degree ordering algorithm
, 2000
"... Sparse Gaussian elimination with partial pivoting computes the factorization PAQ = LU of a sparse matrix A, where the row ordering P is selected during factorization using standard partial pivoting with row interchanges. The goal is to select a column preordering, Q, based solely on the nonzero patt ..."
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Cited by 255 (52 self)
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Sparse Gaussian elimination with partial pivoting computes the factorization PAQ = LU of a sparse matrix A, where the row ordering P is selected during factorization using standard partial pivoting with row interchanges. The goal is to select a column preordering, Q, based solely on the nonzero pattern of A such that the factorization remains as sparse as possible, regardless of the subsequent choice of P. The choice of Q can have a dramatic impact on the number of nonzeros in L and U. One scheme for determining a good column ordering for A is to compute a symmetric ordering that reduces fillin in the Cholesky factorization of ATA. This approach, which requires the sparsity structure of ATA to be computed, can be expensive both in
A supernodal approach to sparse partial pivoting
 SIAM Journal on Matrix Analysis and Applications
, 1999
"... We investigate several ways to improve the performance of sparse LU factorization with partial pivoting, as used to solve unsymmetric linear systems. To perform most of the numerical computation in dense matrix kernels, we introduce the notion of unsymmetric supernodes. To better exploit the memory ..."
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Cited by 188 (22 self)
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We investigate several ways to improve the performance of sparse LU factorization with partial pivoting, as used to solve unsymmetric linear systems. To perform most of the numerical computation in dense matrix kernels, we introduce the notion of unsymmetric supernodes. To better exploit the memory hierarchy, weintroduce unsymmetric supernodepanel updates and twodimensional data partitioning. To speed up symbolic factorization, we use Gilbert and Peierls's depth rst search with Eisenstat and Liu's symmetric structural reductions. We have implemented a sparse LU code using all these ideas. We present experiments demonstrating that it is signi cantly faster than earlier partial pivoting codes. We also compare performance with Umfpack, which uses a multifrontal approach; our code is usually faster.
Numerical solution of saddle point problems
 ACTA NUMERICA
, 2005
"... Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has b ..."
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Cited by 180 (30 self)
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Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for solving this type of systems. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.
Multifrontal Parallel Distributed Symmetric and Unsymmetric Solvers
, 1998
"... We consider the solution of both symmetric and unsymmetric systems of sparse linear equations. A new parallel distributed memory multifrontal approach is described. To handle numerical pivoting efficiently, a parallel asynchronous algorithm with dynamic scheduling of the computing tasks has been dev ..."
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Cited by 119 (32 self)
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We consider the solution of both symmetric and unsymmetric systems of sparse linear equations. A new parallel distributed memory multifrontal approach is described. To handle numerical pivoting efficiently, a parallel asynchronous algorithm with dynamic scheduling of the computing tasks has been developed. We discuss some of the main algorithmic choices and compare both implementation issues and the performance of the LDL T and LU factorizations. Performance analysis on an IBM SP2 shows the efficiency and the potential of the method. The test problems used are from the RutherfordBoeing collection and from the PARASOL end users.
An UnsymmetricPattern Multifrontal Method for Sparse LU Factorization
 SIAM J. MATRIX ANAL. APPL
, 1994
"... Sparse matrix factorization algorithms for general problems are typically characterized by irregular memory access patterns that limit their performance on parallelvector supercomputers. For symmetric problems, methods such as the multifrontal method avoid indirect addressing in the innermost loops ..."
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Cited by 118 (29 self)
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Sparse matrix factorization algorithms for general problems are typically characterized by irregular memory access patterns that limit their performance on parallelvector supercomputers. For symmetric problems, methods such as the multifrontal method avoid indirect addressing in the innermost loops by using dense matrix kernels. However, no efficient LU factorization algorithm based primarily on dense matrix kernels exists for matrices whose pattern is very unsymmetric. We address this deficiency and present a new unsymmetricpattern multifrontal method based on dense matrix kernels. As in the classical multifrontal method, advantage is taken of repetitive structure in the matrix by factorizing more than one pivot in each frontal matrix thus enabling the use of Level 2 and Level 3 BLAS. The performance is compared with the classical multifrontal method and other unsymmetric solvers on a CRAY YMP.
Highly scalable parallel algorithms for sparse matrix factorization
 IEEE Transactions on Parallel and Distributed Systems
, 1994
"... In this paper, we describe a scalable parallel algorithm for sparse matrix factorization, analyze their performance and scalability, and present experimental results for up to 1024 processors on a Cray T3D parallel computer. Through our analysis and experimental results, we demonstrate that our algo ..."
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Cited by 116 (29 self)
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In this paper, we describe a scalable parallel algorithm for sparse matrix factorization, analyze their performance and scalability, and present experimental results for up to 1024 processors on a Cray T3D parallel computer. Through our analysis and experimental results, we demonstrate that our algorithm substantially improves the state of the art in parallel direct solution of sparse linear systems—both in terms of scalability and overall performance. It is a well known fact that dense matrix factorization scales well and can be implemented efficiently on parallel computers. In this paper, we present the first algorithm to factor a wide class of sparse matrices (including those arising from two and threedimensional finite element problems) that is asymptotically as scalable as dense matrix factorization algorithms on a variety of parallel architectures. Our algorithm incurs less communication overhead and is more scalable than any previously known parallel formulation of sparse matrix factorization. Although, in this paper, we discuss Cholesky factorization of symmetric positive definite matrices, the algorithms can be adapted for solving sparse linear least squares problems and for Gaussian elimination of diagonally dominant matrices that are almost symmetric in structure. An implementation of our sparse Cholesky factorization algorithm delivers up to 20 GFlops on a Cray T3D for mediumsize structural engineering and linear programming problems. To the best of our knowledge,
Constraint Preconditioning for Indefinite Linear Systems
 SIAM J. Matrix Anal. Appl
, 2000
"... . The problem of nding good preconditioners for the numerical solution of indenite linear systems is considered. Special emphasis is put on preconditioners that have a 2 2 block structure and which incorporate the (1; 2) and (2; 1) blocks of the original matrix. Results concerning the spectrum and ..."
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Cited by 73 (10 self)
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. The problem of nding good preconditioners for the numerical solution of indenite linear systems is considered. Special emphasis is put on preconditioners that have a 2 2 block structure and which incorporate the (1; 2) and (2; 1) blocks of the original matrix. Results concerning the spectrum and form of the eigenvectors of the preconditioned matrix and its minimum polynomial are given. The consequences of these results are considered for a variety of Krylov subspace methods. Numerical experiments validate these conclusions. Key words. preconditioning, indenite matrices, Krylov subspace methods AMS subject classications. 65F10, 65F15, 65F50 1. Introduction. In this paper, we are concerned with investigating a new class of preconditioners for indenite systems of linear equations of a sort which arise in constrained optimization as well as in leastsquares, saddlepoint and Stokes problems. We attempt to solve the indenite linear system A B T B 0  {z } A x 1 x...
The design and use of algorithms for permuting large entries to the diagonal of sparse matrices
 SIAM J. MATRIX ANAL. APPL
, 1999
"... ..."
Hybrid scheduling for the parallel solution of linear systems
, 2004
"... apport de rechercheHybrid scheduling for the parallel solution of linear systems ..."
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Cited by 70 (11 self)
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apport de rechercheHybrid scheduling for the parallel solution of linear systems