articleACM Transactions on Mathematical SoftwareJun 1, 2004Closed access

Algorithm 832

University of Florida

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Abstract

An ANSI C code for sparse LU factorization is presented that combines a column pre-ordering strategy with a right-looking unsymmetric-pattern multifrontal numerical factorization. The pre-ordering and symbolic analysis phase computes an upper bound on fill-in, work, and memory usage during the subsequent numerical factorization. User-callable routines are provided for ordering and analyzing a sparse matrix, computing the numerical factorization, solving a system with the LU factors, transposing and permuting a sparse matrix, and converting between sparse matrix representations. The simple user interface shields the user from the details of the complex sparse factorization data structures by returning simple…

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Topics & keywords

Keywords
  • Computer science
  • Sparse matrix
  • Factorization
  • Incomplete LU factorization
  • MATLAB
  • LU decomposition
  • Parallel computing
  • Matrix decomposition
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