Factoring matrices with a tree-structured sparsity pattern

Alex Druinsky, Sivan Toledo

Research output: Contribution to journalArticlepeer-review

Abstract

Let A be a matrix whose sparsity pattern is a tree with maximal degree dmax. We show that if the columns of A are ordered using minimum degree on A+A*, then factoring A using a sparse LU with partial pivoting algorithm generates only O(dmaxn) fill, requires only O(dmaxn) operations, and is much more stable than LU with partial pivoting on a general matrix. We also propose an even more efficient and just-as-stable algorithm called sibling-dominant pivoting. This algorithm is a strict partial pivoting algorithm that modifies the column preordering locally to minimize fill and work. It leads to only O(n) work and fill. More conventional column pre-ordering methods that are based (usually implicitly) on the sparsity pattern of A*A are not as efficient as the approaches that we propose in this paper.

Original languageEnglish
Pages (from-to)1099-1110
Number of pages12
JournalLinear Algebra and Its Applications
Volume435
Issue number5
DOIs
StatePublished - 1 Sep 2011

Keywords

  • Minimum degree ordring
  • Sibling-dominant pivoting
  • Sparse matrices
  • Tree-structured matrices

All Science Journal Classification (ASJC) codes

  • Algebra and Number Theory
  • Numerical Analysis
  • Geometry and Topology
  • Discrete Mathematics and Combinatorics

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