Improved Symbolic and Numerical Factorization Algorithms for Unsymmetric Sparse Matrices

  • Authors:
  • Anshul Gupta

  • Affiliations:
  • -

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2002

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Abstract

We present algorithms for the symbolic and numerical factorization phases in the direct solution of sparse unsymmetric systems of linear equations. We have modified a classical symbolic factorization algorithm for unsymmetric matrices to inexpensively compute minimal elimination structures. We give an efficient algorithm to compute a near-minimal data-dependency graph for unsymmetric multifrontal factorization that is valid irrespective of the amount of dynamic pivoting performed during factorization. Finally, we describe an unsymmetric-pattern multifrontal algorithm for Gaussian elimination with partial pivoting that uses the task- and data-dependency graphs computed during the symbolic phase. These algorithms have been implemented in WSMP---an industrial strength sparse solver package---and have enabled WSMP to significantly outperform other similar solvers. We present experimental results to demonstrate the merits of the new algorithms.