Making Sparse Gaussian Elimination Scalable by Static Pivoting

Abstract

We propose several techniques as alternatives to partial pivoting to stabilize sparse Gaussian elimination. From numerical experiments we demonstrate that for a wide range of problems the new method is as stable as partial pivoting. The main advantage of the new method over partial pivoting is that it permits a priori determination of data structures and communication pattern for Gaussian elimination, which makes it more scalable on distributed memory machines. Based on this a priori knowledge, we design highly parallel algorithms for both sparse Gaussian elimination and triangular solve and we show that they are suitable for large-scale distributed memory machines.