2 research outputs found
The design and use of a sparse direct solver for skew symmetric matrices
AbstractWe consider the LDLT factorization of sparse skew symmetric matrices. We see that the pivoting strategies are similar, but simpler, to those used in the factorization of sparse symmetric indefinite matrices, and we briefly describe the algorithms used in a forthcoming direct code based on multifrontal techniques for the factorization of real skew symmetric matrices. We show how this factorization can be very efficient for preconditioning matrices that have a large skew component
Linear solvers for power grid optimization problems: a review of GPU-accelerated linear solvers
The linear equations that arise in interior methods for constrained
optimization are sparse symmetric indefinite and become extremely
ill-conditioned as the interior method converges. These linear systems present
a challenge for existing solver frameworks based on sparse LU or LDL^T
decompositions. We benchmark five well known direct linear solver packages
using matrices extracted from power grid optimization problems. The achieved
solution accuracy varies greatly among the packages. None of the tested
packages delivers significant GPU acceleration for our test cases