Making Sparse Gaussian Elimination Scalable by Static Pivoting
Xiaoye Sherry Li, James Weldon Demmel · 1998
We propose several techniques as alternatives to partial pivoting to stabilize sparse Gaussian elimination. From numerical experiments we demonstrate that for a wide range of problems the new method is as stable as partial pivoting. The main advantage of the new method over partial pivoting is that it permits a priori determination of data structures and communication pattern for Gaussian elimination, which makes it more scalable on distributed memory machines. Based on this a priori knowledge, we design highly parallel algorithms for both sparse Gaussian elimination and triangular solve and we show that they are suitable for large-scale distributed memory machines. Keywords: sparse unsymmetric linear systems, static pivoting, iterative refinement, MPI, 2-D matrix decomposition. 1 Introduction In our earlier work [8, 9, 22], we developed new algorithms to solve unsymmetric sparse linear systems using Gaussian elimination with partial pivoting (GEPP). The new algorithms are hi...