A partial pivoting strategy for sparse symmetric matrix decomposition

Abstract

It is well known that the partial pivoting strategy by Bunch and Kaufman is very effective for factoring dense symmetric indefinite matrices using the diagonal pivoting method. In this paper, we study a threshold version of the strategy for sparse symmetric matrix decomposition. The use of this scheme is explored in the multifrontal method of Duff and Reid for sparse indefinite systems. Experimental results show that it is at least as effective as the existing pivoting strategy used in the current multifrontal implementation.