New parallel sparse direct solvers for engineering applications

At the heart of many computations in engineering lies the need to efficiently and accurately solve large sparse linear systems of equations. Direct methods are frequently the method of choice because of their robustness, accuracy and their potential for use as black-box solvers. In the last few years, there have been many new developments and a number of new modern parallel general-purpose sparse solvers have been written for inclusion within the HSL mathematical software library (http://www.hsl.rl.ac.uk/). In this paper, we introduce and briefly review these solvers for symmetrically structured sparse systems. We describe the algorithms used, highlight key features (including bit-compatibility and out-of-core working), and then, using problems arising from a range of engineering applications, we illustrate and compare their performances. We demonstrate that modern direct solvers are able to accurately solve systems of order 10 in less than 10 minutes on an 8-core machine.

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