CISE Submissions

Item: REP-1994-159

Item:REP-1994-159

Title:An unsymmetric-pattern multifrontal method for sparse LU factorization

Timothy A. Davis
Iain S. Duff

Abstract:
Sparse matrix factorization algorithms for general problems are typically characterized by irregular memory access patterns that limit their performance on parallel-vector supercomputers. For symmetric problems, methods such as the multifrontal method avoid indirect addressing in the innermost loops by using dense matrix kernels. However, no efficient LU factorization algorithm based primarily on dense matrix kernels exists for matrices whose pattern is very unsymmetric. We address this deficiency and present a new unsymmetric-pattern multifrontal method based on dense matrix kernels. As in the classical multifrontal method, advantage is taken of repetitive structure in the matrix by factorizing more than one pivot in each frontal matrix thus enabling the use of Level 2 and Level 3 BLAS. The performance is compared with the classical multifrontal method and other unsymmetric solvers on a CRAY YMP. (Submitted to SIAM J. Matrix Analysis and Applications, Revised version of TR-93-018).

Supporting File:here

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