Sparse Gaussian Elimination with Controlled Fill-In on a Shared Memory Multiprocessor

  • Authors:
  • G. Alaghband;H. F. Jordan

  • Affiliations:
  • -;-

  • Venue:
  • IEEE Transactions on Computers
  • Year:
  • 1989

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Abstract

It is shown that in sparse matrices arising from electronic circuits, it is possible to do computations on many diagonal elements simultaneously. A technique for obtaining an ordered compatible set directly from the ordered incompatible table is given. The ordering is based on the Markowitz number of the pivot candidates. This technique generates a set of compatible pivots with the property of generating few fills. A novel heuristic algorithm is presented that combines the idea of an order-compatible set with a limited binary tree search to generate several sets of compatible pivots in linear time. An elimination set for reducing the matrix is generated and selected on the basis of a minimum Markovitz sum number. The parallel pivoting technique presented is a stepwise algorithm and can be applied to any submatrix of the original matrix. Thus, it is not a preordering of the sparse matrix and is applied dynamically as the decomposition proceeds. Parameters are suggested to obtain a balance between parallelism and fill-ins. Results of applying the proposed algorithms on several large application matrices using the HEP multiprocessor are presented and analyzed.