论文标题
分层正交分解:稀疏的方形矩阵
Hierarchical Orthogonal Factorization: Sparse Square matrices
论文作者
论文摘要
在这项工作中,我们开发了一种新的快速算法SPAQR-稀疏的QR,用于求解大型稀疏线性系统。我们方法的关键是使用低级别近似值在基于嵌套的解剖者QR分解中稀疏分离器。首先,嵌套解剖的修改版本用于识别内部/分离器并重新排序矩阵。然后,经典的家庭QR用于从叶子到根部到消除树的内部室内装置。在每个级别的内部分解之后,我们使用低级别近似值来稀疏其余的分离器。此操作可减小分离器的大小,而无需在矩阵中引入任何填充。但是,它引入了一个小的近似错误,可以由用户控制。产生的近似分解被存储为一系列稀疏正交和稀疏三角因子的序列。因此,它可以有效地应用于求解线性系统。此外,我们通过使用块对角度缩放来进一步改善算法。然后,我们对算法在求解线性系统中的近似误差和有效性进行系统分析。最后,我们对基准不对称问题进行数值测试,以评估算法的性能。分解时间缩放为$ \ MATHCAL {O}(n \ log n)$,求解时间缩放为$ \ Mathcal {o}(n)$。
In this work, we develop a new fast algorithm, spaQR -- sparsified QR, for solving large, sparse linear systems. The key to our approach is using low-rank approximations to sparsify the separators in a Nested Dissection based Householder QR factorization. First, a modified version of Nested Dissection is used to identify interiors/separators and reorder the matrix. Then, classical Householder QR is used to factorize the interiors, going from the leaves to the root to the elimination tree. After every level of interior factorization, we sparsify the remaining separators by using low-rank approximations. This operation reduces the size of the separators without introducing any fill-in in the matrix. However, it introduces a small approximation error which can be controlled by the user. The resulting approximate factorization is stored as a sequence of sparse orthogonal and sparse upper-triangular factors. Hence, it can be applied efficiently to solve linear systems. Additionally, we further improve the algorithm by using a block diagonal scaling. Then, we show a systematic analysis of the approximation error and effectiveness of the algorithm in solving linear systems. Finally, we perform numerical tests on benchmark unsymmetric problems to evaluate the performance of the algorithm. The factorization time scales as $\mathcal{O}(N \log N)$ and the solve time scales as $\mathcal{O}(N)$.