Abstract:
We propose a new pivot selection technique for symmetric indefinite factorization of sparse matrices.
Such factorization should maintain both sparsity and numerical stability of the factors, both of which depend solely on the choices of the pivots.
Our method is based on the minimum degree algorithm and also considers the stability of the factors at the same time.
Our experiments show that our method produces factors that are sparser than the factors computed by MA57 [1] and are stable.
Key Words: symmetric indefinite factorization, pivot selection, sparse matrices
2010 Mathematics Subject Classification: Primary 15A23,
Secondary 65F50
