TY - JOUR
T1 - Exact solution of sparse linear systems via left-looking roundoff-error-free LU factorization in time proportional to arithmetic work
AU - Lourenco, Christopher
AU - Escobedo, Adolfo R.
AU - Moreno-Centeno, Erick
AU - Davis, Timothy A.
N1 - Funding Information:
\ast Received by the editors July 24, 2018; accepted for publication (in revised form) by M. Tuma March 4, 2019; published electronically May 14, 2019. http://www.siam.org/journals/simax/40-2/M120249.html Funding: The work of the authors was partially supported by the National Science Foundation under grant CMMI-1252456. The work of the first author was also supported by the Texas A\&M Graduate Merit Fellowship. \dagger Department of Industrial and Systems Engineering, Texas A\&M University, College Station, TX 77843 (clouren@tamu.edu). \ddagger School of Computing, Informatics, and Decision Systems Engineering, Arizona State University, Tempe, AZ 85281 (adRes@asu.edu). \S Department of Industrial and Systems Engineering, Texas A\&M University, College Station, TX 77843, and Department of Industrial and Operations Engineering, Instituto Tecnol\o'gico Auto\'nomo de M\e'xico, 01080 Ciudad de M\e'xico, M\e'xico (emc@tamu.edu). \P Department of Computer Science and Engineering, Texas A\&M University, College Station, TX 77843 (davis@tamu.edu).
Publisher Copyright:
© 2019 Society for Industrial and Applied Mathematics
Copyright:
Copyright 2019 Elsevier B.V., All rights reserved.
PY - 2019
Y1 - 2019
N2 - The roundoff-error-free (REF) LU factorization, along with the REF forward and backward substitution algorithms, allows a rational system of linear equations to be solved exactly and efficiently. The REF LU factorization framework has two key properties: all operations are integral, and the size of each entry is bounded polynomially-a bound that rational arithmetic Gaussian elimination achieves only via the use of computationally expensive greatest common divisor operations. This paper develops a sparse version of REF LU, termed the Sparse Left-looking Integer-Preserving (SLIP) LU factorization, which exploits sparsity while maintaining integrality of all operations. In addition, this paper derives a tighter polynomial bound on the size of entries in L and U and shows that the time complexity of SLIP LU is proportional to the cost of the arithmetic work performed. Last, SLIP LU is shown to significantly outperform a modern full-precision rational arithmetic LU factorization approach on a set of real world instances. In all, SLIP LU is a framework to efficiently and exactly solve sparse linear systems.
AB - The roundoff-error-free (REF) LU factorization, along with the REF forward and backward substitution algorithms, allows a rational system of linear equations to be solved exactly and efficiently. The REF LU factorization framework has two key properties: all operations are integral, and the size of each entry is bounded polynomially-a bound that rational arithmetic Gaussian elimination achieves only via the use of computationally expensive greatest common divisor operations. This paper develops a sparse version of REF LU, termed the Sparse Left-looking Integer-Preserving (SLIP) LU factorization, which exploits sparsity while maintaining integrality of all operations. In addition, this paper derives a tighter polynomial bound on the size of entries in L and U and shows that the time complexity of SLIP LU is proportional to the cost of the arithmetic work performed. Last, SLIP LU is shown to significantly outperform a modern full-precision rational arithmetic LU factorization approach on a set of real world instances. In all, SLIP LU is a framework to efficiently and exactly solve sparse linear systems.
KW - Exact linear solutions
KW - LU factorizations
KW - Roundoff errors
KW - Solving linear systems
KW - Sparse IPGE word length
KW - Sparse linear systems
KW - Sparse matrix algorithms
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U2 - 10.1137/18M1202499
DO - 10.1137/18M1202499
M3 - Article
AN - SCOPUS:85070855826
SN - 0895-4798
VL - 40
SP - 609
EP - 638
JO - SIAM Journal on Matrix Analysis and Applications
JF - SIAM Journal on Matrix Analysis and Applications
IS - 2
ER -