A normalized sparse linear equations solver (Q793503)

The finite element solution of a class of two-dimensional self-adjoint elliptic partial differential equations leads to the solution of a linear system with a large sparse symmetric coefficient matrix which has an irregular off-centre band. After factorization into \(DTT^ TD\) with \(D\) diagonal and \(T\) upper unit triangular the system can essentially be solved by forward-backward substitution. The exact factorization can be considered as a special case of a described approximate factorization where the amount of fill in for the factor \(T\) can be guarded by a fill in or a rejection parameter. An inner iteration is needed for the determination of \(T\)'s coefficients. A \texttt{Fortran} routine is given for the solution of the sparse linear system and a numerical example is reported on.