Guide and Reference

Sparse Matrix Skyline Solver Considerations

This section provides some key points about using the sparse matrix skyline solver subroutines.

Use Considerations

1. To solve a system of equations with one or more right-hand sides, where the matrix is stored in skyline storage mode, you can use either of the following methods. The factored output matrix is the same for both of these methods.

   • Call the skyline subroutine with the combined factor-and-solve option.

   • Call the skyline subroutine with the factor-only option, followed in your program by a call to the same subroutine with the solve-only option. The factored output matrix resulting from the factorization should be used as input to the same subroutine to do the solve. You can solve for the right-hand sides in a single call or in individual calls.

   You also have the option of doing a partial factorization, where the subroutine assumes that the initial part of the input matrix is already factored. It then factors the remaining rows and columns. If you want, you can factor a very large matrix progressively by using this option.

2. Forward elimination can be done with or without scaling the right-hand side by the diagonal matrix elements. To perform the computation without scaling, call DGKFS with the normal solve-only option, and define the upper triangular skyline matrix (AU) as a diagonal. To perform the computation with scaling, call DGKFS with the transpose solve-only, option and define the lower triangular skyline matrix (AL) as a diagonal.

3. Back substitution can be done with or without scaling the right-hand side by the diagonal matrix elements. To perform the computation without scaling, call DGKFS with the transpose solve-only option, and define the upper triangular skyline matrix (AU) as a diagonal. To perform the computation with scaling, call DGKFS with the normal solve-only option, and define the lower triangular skyline matrix (AL) as a diagonal.

Performance and Accuracy Considerations

1. For optimal performance, use diagonal-out skyline storage mode for both your input and output matrices. If you specify profile-in skyline storage mode for your input matrix, and either you do not plan to use the factored output or you plan to do a solve only, it is more efficient to specify diagonal-out skyline storage mode for your output matrix. These rules apply to all the computations.

2. In some cases, elapsed time may be reduced significantly by using the combined factor-and-solve option to solve for all right-hand sides at once, in conjunction with the factorization, rather than doing the factorization and solve separately.

3. If you do a solve only, and you solve for more than one right-hand side, it is most efficient to call the skyline subroutine once with all right-hand sides, rather than once for each right-hand side.

4. The skyline subroutines allow some control over processing of the pivot (diagonal) elements of the matrix during the factorization phase. Pivot processing is controlled by IPARM(10) through IPARM(15) and RPARM(10) through RPARM(15). If a pivot occurs within a range that is designated to be fixed (IPARM(0) = 1, IPARM(10) = 1, and the appropriate element IPARM(11) through IPARM(15) = 1), it is replaced with the corresponding element of RPARM(11) through RPARM(15). Should this pivot fix-up occur, you receive an attention message. This message indicates that the matrix being factored may be unstable (singular or not definite). The results produced in this situation may be inaccurate, and you should review them carefully.