A column pre-ordering strategy for the unsymmetric-pattern multifrontal method.

T. Davis
Wednesay 11th, 11.00 - 11.30
 
Abstract

A new method for sparse LU factorization is presented that combines a left-looking column pre-ordering strategy with a right-looking unsymmetric-pattern multifrontal numerical factorization.

The column ordering is selected to give a good a priori upper bound on fill-in and then refined during numerical factorization (while preserving the bound). Pivot rows are selected to maintain numerical stability and to preserve sparsity. Existing left-looking methods do not select pivot rows to preserve sparsity.

As a result, the new method nearly always obtains better orderings than existing left-looking methods (such as that used in MATLAB 6.1), and the prior unsymmetric-pattern multifrontal method on which it is based (MA38).
 
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Last Update: Mar 27, 2003