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- Newsgroups: sci.math.num-analysis
- Path: 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
-
- 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!
-