Strategies for Scaling and Pivoting for Sparse Symmetric Indefinite Problems

  • Authors:
  • Iain S. Duff;Stéphane Pralet

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2005

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Abstract

We consider ways of implementing preordering and scaling for symmetric systems and show the effect of using this technique with a multifrontal code for sparse symmetric indefinite systems. After having presented a new method for scaling, we propose a way of using an approximation to a symmetric weighted matching to predefine $1 \times 1$ and $2 \times 2$ pivots prior to the ordering and analysis phase. We also present new classes of orderings called "(relaxed) constrained orderings" that mix structural and numerical criteria.