Experience with a Recursive Perturbation Based Algorithm for Symmetric Indefinite Linear Systems

Authors:
Anshul Gupta;Fred G. Gustavson;Alexander Karaivanov;Jerzy Wasniewski;Plamen Y. Yalamov
Affiliations:
-;-;-;-;-
Venue:
Euro-Par '99 Proceedings of the 5th International Euro-Par Conference on Parallel Processing
Year:
1999

Citing 3
Cited 3

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Abstract

We consider recursive algorithms for symmetric indefinite linear systems. First, the difficulties with the recursive formulation of the LAPACK SYSV algorithm (which implements the Bunch-Kaufman pivoting strategy) are discussed. Next a recursive perturbation based algorithm is proposed and tested. Our experiments show that the new algorithm can be about two times faster although performing about the same number of flops as the LAPACK algorithm.