Accessibility navigation


Preordering saddle-point systems for sparse LDLT factorization without pivoting

Lungten, S., Schilders, W. H. A. and Scott, J. A. (2018) Preordering saddle-point systems for sparse LDLT factorization without pivoting. Numerical Linear Algebra with Applications, 25 (5). e2173. ISSN 1099-1506

[img]
Preview
Text - Accepted Version
· Please see our End User Agreement before downloading.

541kB

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

To link to this item DOI: 10.1002/nla.2173

Abstract/Summary

This paper focuses on efficiently solving large sparse symmetric indefinite systems of linear equations in saddle‐point form using a fill‐reducing ordering technique with a direct solver. Row and column permutations partition the saddle‐point matrix into a block structure constituting a priori pivots of order 1 and 2. The partitioned matrix is compressed by treating each nonzero block as a single entry, and a fill‐reducing ordering is applied to the corresponding compressed graph. It is shown that, provided the saddle‐point matrix satisfies certain criteria, a block LDLT factorization can be computed using the resulting pivot sequence without modification. Numerical results for a range of problems from practical applications using a modern sparse direct solver are presented to illustrate the effectiveness of the approach.

Item Type:Article
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:75908
Publisher:John Wiley and Sons

Downloads

Downloads per month over past year

University Staff: Request a correction | Centaur Editors: Update this record

Page navigation