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2015 | OriginalPaper | Buchkapitel

Using Random Butterfly Transformations to Avoid Pivoting in Sparse Direct Methods

verfasst von : Marc Baboulin, Xiaoye S. Li, François-Henry Rouet

Erschienen in: High Performance Computing for Computational Science -- VECPAR 2014

Verlag: Springer International Publishing

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Abstract

We consider the solution of sparse linear systems using direct methods via LU factorization. Unless the matrix is positive definite, numerical pivoting is usually needed to ensure stability, which is costly to implement especially in the sparse case. The Random Butterfly Transformations (RBT) technique provides an alternative to pivoting and is easily parallelizable. The RBT transforms the original matrix into another one that can be factorized without pivoting with probability one. This approach has been successful for dense matrices; in this work, we investigate the sparse case. In particular, we address the issue of fill-in in the transformed system.

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Metadaten
Titel
Using Random Butterfly Transformations to Avoid Pivoting in Sparse Direct Methods
verfasst von
Marc Baboulin
Xiaoye S. Li
François-Henry Rouet
Copyright-Jahr
2015
DOI
https://doi.org/10.1007/978-3-319-17353-5_12