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Making Static Pivoting Dependable

by: E. Jason Riedy
Livermore, CA: (March 2006) .
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Abstract

For sparse LU factorization, dynamic pivoting tightly couples symbolic and numerical computation. Dynamic structural changes limit parallel scalability. Demmel and Li use static pivoting in distributed SuperLU for performance, but intentionally perturbing the input may lead silently to erroneous results. Are there experimentally stable static pivoting heuristics that lead to a dependable direct solver? The answer is currently a qualified yes. Current heuristics fail on a few systems, but all failures are detectable.

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