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 language | English |
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Pages (from-to) | 1099-1110 |
Number of pages | 12 |
Journal | Linear Algebra and Its Applications |
Volume | 435 |
Issue number | 5 |
DOIs | |
State | Published - 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