A parallel direct solver for large sparse highly unsymmetric linear systems

  • Authors:
  • Iain S. Duff;Jennifer A. Scott

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

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2004

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Abstract

The need to solve large sparse linear systems of equations efficiently lies at the heart of many applications in computational science and engineering. For very large systems when using direct factorization methods of solution, it can be beneficial and sometimes necessary to use multiple processors, because of increased memory availability as well as reduced factorization time. We report on the development of a new parallel code that is designed to solve linear systems with a highly unsymmetric sparsity structure using a modest number of processors (typically up to about 16). The problem is first subdivided into a number of loosely connected subproblems and a variant of sparse Gaussian elimination is then applied to each of the subproblems in parallel. An interface problem in the variables on the boundaries of the subproblems must also be factorized. We discuss how our software is designed to achieve the goals of portability, ease of use, efficiency, and flexibility, and illustrate its performance on an SGI Origin 2000, a Cray T3E, and a 2-processor Compaq DS20, using problems arising from real applications.