Preordering saddle-point systems for sparse LDLT factorization without pivoting

Lungten, S., Schilders, W. H. A. and Scott, J. A. ORCID: https://orcid.org/0000-0003-2130-1091 (2018) Preordering saddle-point systems for sparse LDLT factorization without pivoting. Numerical Linear Algebra with Applications, 25 (5). e2173. ISSN 1099-1506 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
URI	https://reading-clone.eprints-hosting.org/id/eprint/75908
Item Type	Article
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
Publisher	John Wiley and Sons
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