有限元矩阵稀疏QR分解和LU分解的复杂性

A. George, E. Ng
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引用次数: 54

摘要

设A是由二维有限元网格导出的$n \ × n$稀疏非奇异矩阵。如果矩阵是对称正定的,并且使用嵌套分解排序,则可以使用$O(n^{{3 / 2}})$算术运算来计算a的Cholesky分解,并且Cholesky因子中的非零个数为$O(n\log n)$。在本文中,我们证明了当A是非对称和不定时,可以得到相同的复杂度界,并且可以使用部分枢轴高斯消去法或正交分解法。给出了一系列不规则网格问题的数值实验。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the Complexity of Sparse $QR$ and $LU$ Factorization of Finite-Element Matrices
Let A be an $n \times n$ sparse nonsingular matrix derived from a two-dimensional finite-element mesh. If the matrix is symmetric and positive definite, and a nested dissection ordering is used, then the Cholesky factorization of A can be computed using $O(n^{{3 / 2}} )$ arithmetic operations, and the number of nonzeros in the Cholesky factor is $O(n\log n)$. In this article we show that the same complexity bounds can be attained when A is nonsymmetric and indefinite, and either Gaussian elimination with partial pivoting or orthogonal factorization is applied. Numerical experiments for a sequence of irregular mesh problems are provided.
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