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Fast algorithms for sparse matrix inverse computations

Posted on:2010-08-08Degree:Ph.DType:Dissertation
University:Stanford UniversityCandidate:Li, SongFull Text:PDF
GTID:1440390002475257Subject:Applied Mathematics
Abstract/Summary:
An accurate and efficient algorithm, called Fast Inverse using Nested Dissection (FIND), has been developed for certain sparse matrix computations. The algorithm reduces the computation cost by an order of magnitude for 2D problems. After discretization on an Nx x Ny mesh, the previously best-known algorithm Recursive Green's Function (RGF) requires O( N3xNy ) operations, whereas ours requires only O( N2xNy ). The current major application of the algorithm is to simulate the transport of electrons in nano-devices, but it may be applied to other problems as well, e.g., data clustering, imagery pattern clustering, image segmentation.;Computing inverse elements for a large matrix requires a lot of memory and is very time-consuming even using our efficient algorithm with optimization. We propose several parallel algorithms for such applications based on ideas from cyclic reduction, dynamic programming, and nested dissection. A similar parallel algorithm is discussed for solving sparse linear systems with repeated right-hand sides with significant speedup.;The algorithm computes the diagonal entries of the inverse of a sparse of finite-difference, finite-element, or finite-volume type. In addition, it can be extended to computing certain off-diagonal entries and other inverse-related matrix computations. As an example, we focus on the retarded Green's function, the less-than Green's function, and the current density in the non-equilibrium Green's function approach for transport problems. Special optimizations of the algorithm are also be discussed. These techniques are applicable to 3D regular shaped domains as well.
Keywords/Search Tags:Algorithm, Sparse, Matrix, Inverse, Green's function
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