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Persistent URL http://purl.org/net/epubs/work/35035093
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Record Id 35035093
Title Preordering saddle-point systems for sparse LDLT factorization without pivoting
Contributors
Abstract 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.
Organisation STFC , SCI-COMP , SCI-COMP-CM
Keywords Fillll-reducing ordering , LDLT factorization , sparse symmetric indefinite matrices , saddle-point systems
Funding Information
Related Research Object(s): 39929926
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Language English (EN)
Type Details URI(s) Local file(s) Year
Preprint RAL Preprints RAL-P-2017-008, Numer Linear Algebr 2017. RAL-P-2017-008.pdf 2017