A Numerical Evaluation of Sparse Direct Solvers for the Solution of Large Sparse Symmetric Linear Systems of Equations

摘要

In recent years a number of solvers for the direct solution of large sparse symmetric linear systems of equations have been developed. These include solvers that are designed for the solution of positive definite systems as well as those that are principally intended for solving indefinite problems. In this study, we use performance profiles as a tool for evaluating and comparing the performance of serial sparse direct solvers on an extensive set of symmetric test problems taken from a range of practical applications.rnCategories and Subject Descriptors: G.1.0 [Numerical Analysis]: General—Numerical algorithms; G.1.3 [Numerical Analysis]: Numerical Linear Algebra—Sparse, structured, and very large systems (direct and iterative methods)rnGeneral Terms: Algorithms, PerformancernAdditional Key Words and Phrases: Sparse matrices, symmetric linear systems, Gaussian elimination, direct solvers, software.