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New factorization codes for sparse, symmetric and positive definite matrices

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Abstract

Suitable techniques for storing the matrix pattern during the factorization of sparse, symmetric and positive definite matrices are considered. Especially we discuss the consequences of switching from a sparse factorization code to a full code when the uneliminated part of the matrix is full or almost full. The resulting codes seem to be among the most efficient for solving “one-off” problems regarding both execution time and storage requirements.

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Authors and Affiliations

  1. Institute for Numerical Analysis, The Technical University of Denmark, 2800, Lyngby, Denmark

    Niels Munksgaard

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  1. Niels Munksgaard
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Additional information

This work has been supported by the Danish Natural Science Research Council, Grant No. 511-8476.

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Munksgaard, N. New factorization codes for sparse, symmetric and positive definite matrices. BIT 19, 43–52 (1979). https://doi.org/10.1007/BF01931221

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  • DOI: https://doi.org/10.1007/BF01931221

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