Computing row and column counts for sparse QR and LU factorization

被引:11
作者
Gilbert, JR
Li, XS
Ng, EG
Peyton, BW
机构
[1] Xerox Corp, Palo Alto Res Ctr, Palo Alto, CA 94304 USA
[2] Univ Calif Berkeley, Lawrence Berkeley Lab, Natl Energy Res Sci Comp Div, Berkeley, CA 94720 USA
[3] Oak Ridge Natl Lab, Div Math & Comp Sci, Oak Ridge, TN 37831 USA
来源
BIT | 2001年 / 41卷 / 04期
关键词
sparse QR and LU factorizations; column elimination tree; row and column counts; disjoint set union;
D O I
10.1023/A:1021943902025
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We present algorithms to determine the number of nonzeros in each row and column of the factors of a sparse matrix, for both the QR factorization and the LU factorization with partial pivoting. The algorithms use only the nonzero structure of the input matrix, and run in time nearly linear in the number of nonzeros in that matrix. They may be used to set up data structures or schedule parallel operations in advance of the numerical factorization. The row and column counts we compute are upper bounds on the actual counts. If the input matrix is strong Hall and there is no coincidental numerical cancellation, the counts axe exact for QR factorization and are the tightest bounds possible for LU factorization. These algorithms are based on our earlier work on computing row and column counts for sparse Cholesky factorization, plus an efficient method to compute the column elimination tree of a sparse matrix without explicitly forming the product of the matrix and its transpose.
引用
收藏
页码:693 / 710
页数:18
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