Pivoting strategies for tough sparse indefinite systems

  • Authors:
  • Jonathan D. Hogg;Jennifer A. Scott

  • Affiliations:
  • Rutherford Appleton Laboratory, England;Rutherford Appleton Laboratory, England

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2013

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Abstract

The performance of a sparse direct solver is dependent upon the pivot sequence that is chosen before the factorization begins. In the case of symmetric indefinite systems, it may be necessary to modify this sequence during the factorization to ensure numerical stability. These modifications can have serious consequences in terms of time as well as the memory and flops required for the factorization and subsequent solves. This study focuses on hard-to-solve sparse symmetric indefinite problems for which standard threshold partial pivoting leads to significant modifications. We perform a detailed review of pivoting strategies that are aimed at reducing the modifications without compromising numerical stability. Extensive numerical experiments are performed on a set of tough problems arising from practical applications. Based on our findings, we make recommendations on which strategy to use and, in particular, a matching-based approach is recommended for numerically challenging problems.