Thursday, November 17, 2011

Lower bounds on the minimal fill-in when factorizing a positive symmetric matrix. Any help out there?

When computing a Cholesky factorization of a positive definite
symmetric matrix A, then it is well-known that a suitable symmetric
reordering helps keeping the the number of fill-ins and the total
number flops down.

Finding the optimal ordering is NP-hard but good orderings can be
obtained with the minimum degree, nested dissection (aka graph
partitioning based) algorithms.  Those algorithms provides an upper
bound on the minimal amount of fill-in. However, I wonder is there any
way to compute a nontrivial lower bound on the minimal amount of

I have been searching the literature but have not found a any good
reference.  Do you have any suggestions? The problem sounds hard I

Why is a lower bound important? Well, it would help evaluate the
quality of the ordering algorithms that we have implemented in MOSEK
(  Moreover, the minimum degree ordering is usually
computational cheap whereas nested dissection is expensive. A lower
bound could help me determine when the minimum degree ordering
potentially could be improved by using nested dissection.

No comments:

Post a Comment

Note: Only a member of this blog may post a comment.