Acceleration of multiple solution of a boundary value problem involving a linear algebraic system

Abstract

Multiple solution of a boundary value problem that involves a linear algebraic system is considered. New approach to acceleration of the solution is proposed. The approach uses the structure of the linear system matrix. Particularly, location of entries in the right columns and low rows of the matrix, which undergo variation due to the computing in the range of parameters, is used to apply block LU decomposition. Application of the approach is considered on the example of multiple computing of the capacitance matrix by method of moments used in numerical electromagnetics. Expressions for analytic estimation of the acceleration are presented. Results of the numerical experiments for solution of 100 linear systems with matrix orders of 1000, 2000, 3000 and different relations of variated and constant entries of the matrix show that block LU decomposition can be effective for multiple solution of linear systems. The speed up compared to pointwise LU factorization increases (up to 15) for larger number and order of considered systems with lower number of variated entries.