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Numerically-aware orderings for sparse symmetric indefinite linear systems

机译:稀疏对称不定线性系统的数值感知排序

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摘要

Sparse symmetric indefinite problems arise in a large number of important application areas; they are often solved through the use of an LDLT factorization via a sparse direct solver. Whilst for many problems, prescaling the system matrix A is sufficient to maintain stability of the factorization, for a small but important fraction of problems numerical pivoting is required. Pivoting often incurs a significant overhead and consequently a number of techniques have been proposed to try and limit the need for pivoting. In particular, numerically-aware ordering algorithms may be used, that is, orderings that depend not only on the sparsity pattern of A but also on the values of its (scaled) entries. Current approaches identify large entries of A and symmetrically permute them onto the subdiagonal where they can be used as part of a 2x2 pivot. This is numerically effective, but the fill in the factor L and hence the runtime of the factorization and subsequentudtriangular solves may be significantly increased over a standard ordering if no pivoting is required. We present a new algorithm that combines a matching-based approach with a numerically-aware nested dissection ordering. Numerical comparisons with current approaches for some tough symmetric indefinite problems are given.
机译:稀疏的对称不确定问题出现在许多重要的应用领域。它们通常通过稀疏直接求解器使用LDLT分解来解决。尽管对于许多问题,对系统矩阵A进行预缩放足以维持分解的稳定性,但对于一小部分但很重要的问题,则需要进行数值旋转。枢转通常会导致相当大的开销,因此,提出了许多技术来尝试限制枢转的需求。特别地,可以使用数字感知排序算法,即,排序不仅取决于A的稀疏性模式,还取决于其(按比例缩放)条目的值。当前的方法是识别A的大条目,并将它们对称地置换到对角线下,在此它们可以用作2x2枢轴的一部分。这在数值上是有效的,但是如果不需要旋转,则可以在标准顺序上显着增加因子L的填充,并因此可以显着增加因式分解和后续三角求解的运行时间。我们提出了一种新算法,该算法结合了基于匹配的方法和数值感知的嵌套解剖顺序。给出了一些棘手的对称不确定问题与当前方法的数值比较。

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