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Preordering saddle-point systems for sparse LDLT factorization without pivoting

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

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


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
Divisions:Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:75908
Publisher:John Wiley and Sons


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