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On the Solution Phase of Direct Methods for Sparse Linear Systems with Multiple Sparse Right-hand Sides

Gilles Moreau 1, 2
Abstract : We consider direct methods to solve sparse linear systems AX = B, where A is a sparse matrix of size n x n with a symmetric structure and X and B are respectively the solution and right-hand side matrices of size n x nrhs. A is usually factorized and decomposed in the form LU, where L and U are respectively a lower and an upper triangular matrix. Then, the solve phase is applied through two triangular resolutions, named respectively the forward and backward substitutions.For some applications, the very large number of right-hand sides (RHS) in B, nrhs >> 1, makes the solve phase the computational bottleneck. However, B is often sparse and its structure exhibits specific characteristics that may be efficiently exploited to reduce this cost. We propose in this thesis to study the impact of the exploitation of this structural sparsity during the solve phase going through its theoretical aspects down to its actual implications on real-life applications.First, we investigate the asymptotic complexity, in the big-O sense, of the forward substitution when exploiting the RHS sparsity in order to assess its efficiency when increasing the problem size. In particular, we study on 2D and 3D regular problems the asymptotic complexity both for traditional full-rank unstructured solvers and for the case when low-rank approximation is exploited. Next, we extend state-of-the-art algorithms on the exploitation of RHS sparsity, and also propose an original approach converging toward the optimal number of operations while preserving performance. Finally, we show the impact of the exploitation of sparsity in a real-life electromagnetism application in geophysics that requires the solution of sparse systems of linear equations with a large number of sparse right-hand sides. We also adapt the parallel algorithms that were designed for the factorization to solve-oriented algorithms.We validate and combine the previous improvements using the parallel solver MUMPS, conclude on the contributions of this thesis and give some perspectives.
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Gilles Moreau. On the Solution Phase of Direct Methods for Sparse Linear Systems with Multiple Sparse Right-hand Sides. Distributed, Parallel, and Cluster Computing [cs.DC]. Université de Lyon, 2018. English. ⟨NNT : 2018LYSEN084⟩. ⟨tel-01959367v2⟩

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