Sparse LU Decomposition

497 Views Asked by At

So there are several ways to carry out sparse LU decomposition on a computer, such as the Block LU decomposition algorithm, left/right looking algorithm , etc. My question is how do these methods differ in terms of reliability, performance or any other relevant metrics? There are several software solvers such as SuperLU, UMFPACK, KLU and more but reading their documentation, I'm still not clear on why I might prefer one over the other? I believe it is largely based on the properties of the input matrix but it's not explicitly stated or classified in any of the resources I've read.

1

There are 1 best solutions below

1
On

There are no general complexity results on sparse matrix stuff, because, as you had guessed, it is very problem-specific. All you see is usually heuristic stuff. Tim Davis has a very nice book called "Direct Methods for Sparse Linear Systems", which I advise strongly you read (it has lots of very elegant code samples as well).