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Article #873Re: LU decomposition on very large matrix.
From: David Steinman
Date: Fri, 25 Dec 1992 20:01
Date: Fri, 25 Dec 1992 20:01
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2090 bytes
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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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!cs.utexas.edu!torn!skule.ecf!drill.me!steinman From: steinman@me.utoronto.ca (David Steinman) Subject: Re: LU decomposition on very large matrix. Message-ID: <BztzMq.59z@me.utoronto.ca> Sender: news@me.utoronto.ca (News Reader) Organization: UofT Mechanical Engineering References: <HCOBB.92Dec23143856@fly2.berkeley.edu> Distribution: inet Date: Fri, 25 Dec 1992 20:01:38 GMT Lines: 39