Symbolic factorization for sparse Gaussian elimination with partial pivoting

A George, E Ng�- SIAM Journal on Scientific and Statistical Computing, 1987 - SIAM
A George, E Ng
SIAM Journal on Scientific and Statistical Computing, 1987SIAM
Let Ax=b be a large sparse nonsingular system of linear equations to be solved using
Gaussian elimination with partial pivoting. The factorization obtained can be expressed in
the form A=P_1M_1P_2M_2⋯P_n-1M_n-1U, where P_k is an elementary permutation
matrix reflecting the row interchange that occurs at step k during the factorization, M_k is a
unit lower triangular matrix whose k th column contains the multipliers, and U is an upper
triangular matrix. Consider the k th step of the elimination. Suppose we replace the structure�…
Let be a large sparse nonsingular system of linear equations to be solved using Gaussian elimination with partial pivoting. The factorization obtained can be expressed in the form , where is an elementary permutation matrix reflecting the row interchange that occurs at step k during the factorization, is a unit lower triangular matrix whose kth column contains the multipliers, and U is an upper triangular matrix.
Consider the kth step of the elimination. Suppose we replace the structure of row k of the partially reduced matrix by the union of the structures of those rows which are candidates for the pivot row and then perform symbolically Gaussian elimination without partial pivoting. Assume that this is done at each step k, and let and denote the resulting lower and upper triangular matrices, respectively. Then the structures of and , respectively, contain the structures of and U. This paper describes an algorithm which determines the structures of and , and sets up an efficient data structure for them. Since the algorithm depends only on the structure of A, the data structure can be created in advance of the actual numerical computation, which can then be performed very efficiently using the fixed storage scheme. Although the data structure is more generous than it needs to be for any specific sequence , experiments indicate that the approach is competitive with conventional methods. Another important point is that the storage scheme is large enough to accommodate the factorization of A, so it is also useful in the context of computing a sparse orthogonal decomposition of A. The algorithm is shown to execute in time bounded by , where denotes the number of nonzeros in the matrix M.
Society for Industrial and Applied Mathematics