Seminar Details
2016-04-26 (14:00) : Max-plus approximation of LU factorization
At Euler building (A002)
Organized by Mathematical Engineering
Speaker :
Françoise Tisseur (University of Manchester )
Abstract :
We present a new method for the a priori approximation of the order of magnitude of the entries in the LU factors of a matrix $A$. Our method also predicts which
permutation matrices will be chosen by Gaussian elimination with partial pivoting or complete pivoting .It uses max-plus algebra and is based purely on the moduli
of the entries in the matrix. This approximation can be used in the construction of incomplete LU preconditioners as a mean to to quickly determine the positions of the largest
entries in the LU factors. These positions can subsequently be used as the sparsity pattern for an ILU preconditioner. This is joint work with James Hook.