Vectorization Algorithm for the Solution of Large, Sparse Triangular Systems of Equations

By Stanford University. Department of Operations Research. Systems Optimization Laboratory

Vectorization Algorithm for the Solution of Large, Sparse Triangular Systems of Equations
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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.

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