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LU decomposition of matrices with augmented dense constraints
Author(s) -
Thomas P. D.,
Brown R. A.
Publication year - 1987
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620240804
Subject(s) - subroutine , fortran , flops , lu decomposition , benchmark (surveying) , parallel computing , linear algebra , computer science , linear system , speedup , computational science , decomposition , row , mathematics , eigenvalues and eigenvectors , algorithm , matrix decomposition , geometry , mathematical analysis , physics , programming language , geodesy , quantum mechanics , geography , ecology , biology
Sparse matrices composed of a central band and augmented dense rows and columns are becoming prevalent in the numerical solution of a large class of boundary and initial‐value problems. A Fortran Subroutine ARROW is presented for the LU decomposition and solution of linear equation systems with such a structure. The computational speed of the program is compared in MFLOPS (millions of floating point operations per second) to the LINPACK benchmark for the solution of a dense linear system and is found to be of comparable speed on both supercomputers and minicomputers. Use of the Basic Linear Algebra Subroutines (BLAS) available on most machines significantly enhances the speed of ARROW .