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Article #873

Re: LU decomposition on very large matrix.

#873
From: David Steinman
Date: Fri, 25 Dec 1992 20:01
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hcobb@fly2.berkeley.edu (Henry J. Cobb) writes:

>I am interested in C code for the manipulation of a VERY large matrix.
>Basically, what I need to do is perform an LU decomposition on a matrix
>too large to operate on the whole thing at once.  Therefore, I need an
>algorithm that allows me to operate on chunks of the matrix at a time,
>and which allows an in-place LU decomposition, so that I can minimize
>the amount of disk storage necessary for the computations.  Any
>help is GREATLY appreciated.

Assuming your matrix results from a finite analysis technique, you
should look into an out-of-core skyline matrix solver.  The only
caveat is that i/o time can be of the same order as solve time.  I have a
reference to a published Fortran code, which could be messily ported to 
C via f2c (PD fortran to C converter) or by hand (with lotsa goto's).

    AUTHOR = "G. Dhatt and G. Touzot",
    TITLE = "The finite element method displayed",
    ADDRESS = "Chichester",
    PUBLISHER = "John Wiley \& Sons",
    YEAR = "1984"}

If you go with a skyline solver, you should also consider Sloan's
algorithm, which reorders nodes to minimize the skyline.

    AUTHOR = "S. W. Sloan",
    TITLE = "A fortran program for profile and wavefront reduction",
    JOURNAL = "Int J Num Meth Eng",
    YEAR = "1989",
    VOLUME = "28",
    PAGES = "2651--2679"}

I believe the code provided is in Fortran, but you should be able to 
C it clearly (or, again, use f2c).

If you hear about any C-codes for the above, please let me know.  I'm
not thrilled about being Fortran-dependent for such things.
--
Dave!
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From: steinman@me.utoronto.ca (David Steinman)
Subject: Re: LU decomposition on very large matrix.
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Date: Fri, 25 Dec 1992 20:01:38 GMT
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