Information Services banner Edinburgh Research Archive The University of Edinburgh crest

Edinburgh Research Archive >
Mathematics, School of >
Mathematics thesis and dissertation collection >

Please use this identifier to cite or link to this item: http://hdl.handle.net/1842/4892

This item has been viewed 42 times in the last year. View Statistics

Files in This Item:

File Description SizeFormat
published papers.zipFile not available for download1.02 MBAdobe PDF
src.zipFile not available for download514.99 kBUnknown
Hogg2010.pdfPhD thesis1.14 MBAdobe PDFView/Open
Title: High performance Cholesky and symmetric indefinite factorizations with applications
Authors: Hogg, Jonathan David
Supervisor(s): Hall, Julian
Grothey, Andreas
Gondzio, Jacek
Issue Date: 2010
Publisher: The University of Edinburgh
Abstract: The process of factorizing a symmetric matrix using the Cholesky (LLT ) or indefinite (LDLT ) factorization of A allows the efficient solution of systems Ax = b when A is symmetric. This thesis describes the development of new serial and parallel techniques for this problem and demonstrates them in the setting of interior point methods. In serial, the effects of various scalings are reported, and a fast and robust mixed precision sparse solver is developed. In parallel, DAG-driven dense and sparse factorizations are developed for the positive definite case. These achieve performance comparable with other world-leading implementations using a novel algorithm in the same family as those given by Buttari et al. for the dense problem. Performance of these techniques in the context of an interior point method is assessed.
Keywords: symmetric matrix
Cholesky factorization
sparse symmetric linear systems
DAG-based
URI: http://hdl.handle.net/1842/4892
Appears in Collections:Mathematics thesis and dissertation collection

Items in ERA are protected by copyright, with all rights reserved, unless otherwise indicated.

 

Valid XHTML 1.0! Unless explicitly stated otherwise, all material is copyright © The University of Edinburgh 2013, and/or the original authors. Privacy and Cookies Policy