Vectorization Algorithm for the Solution of Large, Sparse Triangular Systems of Equations
By Stanford University. Department of Operations Research. Systems Optimization Laboratory
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A new method is given for use with vector computers on applications that require multiple solutions with identically patterned triangular factors and different right-hand sides. A key feature is that a vectorization algorithm is used to place the nonzeros from the factors in a few long vectors. The method is shown to work well when incorporated into the mathematical programming system MINOS and tested on 30 linear programming test problems. Keywords: Triangular systems; Linear programming; Vector computers.