Multifrontální metoda pro řešení rozsáhlých řídkých soustav lineárních rovnic

Abstract

The solution of large sparse systems of linear equations is among the most frequent tasks of numerical mathematics. To solve such systems, there are basically two basic approaches: direct and iterative methods. The principle of iterative methods is the gradual refinement of the estimate of solution. Direct methods use the factorization of the system matrix, which transforms the task into solving a system with triangular matrix. This paper describes a direct multifrontal method and its practical implementation in C++ language.