On threshold pivoting in the multifrontal method for sparse indefinite systems
- 1 September 1987
- journal article
- Published by Association for Computing Machinery (ACM) in ACM Transactions on Mathematical Software
- Vol. 13 (3) , 250-261
- https://doi.org/10.1145/29380.31331
Abstract
A simple modification to the numerical pivot selection criteria in the multifrontal scheme of Duff and Reid for sparse symmetric matrix factorization is presented. For a given threshold value, the modification allows a broader choice of block 2 X 2 pivots owing to a less restrictive pivoting condition. It also extends the range of permissible threshold values from [0, 1/2) to [0, 0.6404). Moreover, the bound on element growth for stability consideration in the modified scheme is nearly the same as that of the original strategy.Keywords
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