Title
Unsymmetric Ordering Using A Constrained Markowitz Scheme
Abstract
We present a family of ordering algorithms that can be used as a preprocessing step prior to performing sparse LU factorization. The ordering algorithms simultaneously achieve the objectives of selecting numerically good pivots and preserving the sparsity. We describe the algorithmic properties and challenges in their implementation. By mixing the two objectives we show that we can reduce the amount of fill-in in the factors and reduce the number of numerical problems during factorization. On a set of large unsymmetric real problems, we obtained the median reductions of 12% in the factorization time, of 13% in the size of the LU factors, of 20% in the number of operations performed during the factorization phase, and of 11% in the memory needed by the multifrontal solver MA41_UNS. A byproduct of this ordering strategy is an incomplete LU-factored matrix that can be used as a preconditioner in an iterative solver.
Year
DOI
Venue
2006
10.1137/050622547
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS
Keywords
DocType
Volume
sparse unsymmetric matrices,greedy heuristics,ordering methods,bipartite quotient graph
Journal
29
Issue
ISSN
Citations 
1
0895-4798
4
PageRank 
References 
Authors
0.48
20
3
Name
Order
Citations
PageRank
Patrick R. Amestoy144644.24
Xiaoye S. Li2104298.22
Stéphane Pralet321016.16