THE USE OF GRAPH THEORY IN A PARALLEL MULTIFRONTAL
METHOD FOR SEQUENCES OF UNSYMMETRIC PATTERN
STEVEN M. HADFIELD* AND TIMOTHY A. DAVISt
Computer and Information Science and Engineering Department, University of
Florida, Technical Report TR-95-016, April 1995.
Abstract. Multifrontal matrix factorization methods used for solving large, sparse systems
of linear equations decompose sparse matrices into overlapping dense submatrices which can be
represented by vertices with relationships between submatrices shown via various types of edges.
This paper describes the use of graph theory in a new parallel, distributed memory multifrontal
method for the LU factorization of sequences of matrices with an identical, unsymmetric pattern.
The directed acyclic graphs formed by these vertices and the various edge sets are used to structure
the computations, schedule the parallel factorization, and provide a robust capability to dynamically
change the pivot ordering to maintain numerical stability. Pivot reordering determines necessary
permutations based on a path analysis of two component edge sets. The path properties represented
by these edge sets define the impacts of these permutations on the structures of the submatrices and
the number of nonzeros in the matrix factors. Transitive reductions of these edge sets provide the
communications paths needed for parallel implementation.
1. Introduction. Multifrontal techniques for solving large, sparse systems of
linear equations are becoming extremely popular because of their unique capabili-
ties to take advantage of high performance computer architectures. Until recently,
these methods always assumed a symmetric structure in the system. Recently Davis
and Duff have developed an unsymmetric pattern multifrontal method based on LU
factorization which can significantly reduce the amount of required computations for
systems with an unsymmetric structure . Comparison studies have shown this
method to frequently be the most efficient method for solving such systems . Fur-
thermore, this method has demonstrated significant potential for parallelism [10, 11]
and can be used effectively to solve sequences of systems of linear equations that
maintain an identical structure such as those that can occur when solving systems
of differential-algebraic equations. These equations arise in many application areas
including circuit simulation, chemical engineering, magnetic resonance spectroscopy,
and air pollution modeling [4, 12, 15, 17].
The use of graph theory is fundamental to multifrontal methods. Specifically,
graph theory constructs and techniques are used to define the multifrontal decompo-
sition, to facilitate the use of parallelism in the method, and to allow the decompo-
sition to be repeatly used when solving sequences of systems. This paper describes
these uses of graph theory in an extension to Davis and Duff's unsymmetric pattern
Department of Mathematical Sciences, US Air Force Academy, Colorado, USA. phone: (719)
472-4470, em ail: 1 .i fi. i. 1 .. 1 '.i- i ^.. ... .. . .11... ..1 .. ,1 ....I
t Computer and Information Sciences Department, University of Florida, Gainesville, Florida,
USA. phone: (904) 392-1481, email: .I ,- .- i.. i- I .I, This project is supported by the National Sci-
ence Foundation (ASC-911 !-',... DMS-9223088), and by Cray Research, Inc., through the allocation
of supercomputer resources.
multifrontal method that implements the parallel LU factorization of sequences of
systems that maintain an identical structure. We start off by reviewing LU factor-
ization and the unsymmetric pattern multifrontal method. The various uses of graph
theory are then summarized with particular attention paid to its use when dynami-
cally reordering the pivots to maintain numerical stability. Some performance results
are presented to illustrate the effectiveness of the approach both in sequential and
2. LU Factorization. LU Factorization is a common and popular technique
based on Gaussian elimination used to solve general systems of linear equations in
the form Ax = b. The technique first factors the coefficient matrix A into the product
of two triangular matrices L and U where L is unit lower triangular and U is upper
triangular. The factored system, LUx = y, is then used to solve for x using a
forward substitution solving for y in Ly = b and then a back substitution solving
for x in Ux = y. Permutations to the coefficient matrix can be included during the
factorization to improve the numerical stability of the method. The most common
technique is partial pivoting where the largest magnitude entry in the current pivot
column is permuted to the pivot entry.
When the coefficient matrix is large and sparse, the amount of required computa-
tions can be significantly reduced by selecting pivot orderings that reduce the number
of zero entries in the coefficient matrix that become nonzero in the corresponding LU
factorization. This phenomena is know as fill-in. To provide more flexibility in pivot
ordering to reduce fill-in, the partial pivoting strategy is typically relaxed to allow the
choice from multiple alternative pivots in a particular pivot column. A pivot threshold
is a tolerance factor between 0 and 1 with entries whose magnitudes are greater than
the pivot threshold times the maximum magnitude entry in the column to be viable
3. Multifrontal Concepts. Multifrontal methods structure sparse matrix fac-
torization by decomposing the sparse matrix into a set of overlapping dense sub-
matrices called frontal matrices. Each frontal matrix is partially factored by one
or more pivots. Entries in the unfactored portion of the frontal matrix (called the
contribution block) are uniquely assembled (added) into subsequent frontal matrices.
An 1" ,, rl'li directed ,, i, 1.'.- graph (DAG) is used to define the computational struc-
ture with vertices representing frontal matrices and edges representing the passing
of contribution block entries from one frontal matrix to another. With symmetric
pattern multifrontal methods, the assembly DAG is a tree (or forest) as each frontal
matrix's contribution block can be completely absorbed within a single subsequent
frontal matrix [1, 5, 6, 7, 8, 13]. With the unsymmetric pattern multifrontal method,
the contribution block can be fragmented and portions must be passed to different
subsequent frontal matrices which results in more generalized DAG structure.
An example of an unsymmetric pattern multifrontal decomposition is shown in
Figure 3.1. The matrix A is decomposed using its first two pivots; P1 and P2. The
pattern of nonzeroes in the first row and column are used to define the first frontal
matrix El. One step of LU factorization is performed on El producing the first
column of L and row of U. The rest of the frontal matrix E1 is passed to subsequent
frontal matrices as a contribution block. The entry represented by a '*' was initially a
zero that became nonzero from the factorization step of El. Importantly, this requires
the pattern of columns associated with the second pivot's frontal matrix, E2, to be
extended by that column.
P, a b P, a b
c P2 d e P2 d e
A= f g - El= E2 9 g
h i j h i
[k l )k I /
FIG. 3.1. Unsymmetric Pattern Multifronial Decomposition Example
The relationship between E1 and E2 in Figure 3.1 is referred to as an L relation-
ship and forces the pattern of nonpivotal columns in the first frontal matrix to be
included in the pattern of columns in the subsequent frontal matrix. This occurs as
a direct result of the fill-in that was illustrated with the '*' entry. The four possible
types of relations that can exist between frontal matrices are shown in Figure 3.2.
No relationship implies that the two frontal matrices are independent and provides
for a high level parallelism. The U relationship is the transpose of the L relationship
and implies an inclusion property for the pattern of rows similar to the pattern of
columns inclusion property for the L relationship. The LU relationship implies both
inclusion properties and is the reason why the symmetric case results in an assembly
tree as the contribution block of the first matrix can be fully absorbed within the LU
ancestor frontal matrix.
PI 0 . P, 0 .
No relationship 0 P2 .'. L relationship X P2 )'
P, X . P, X . .
U relationship 0 P2 ) LU relationship X P2 P
FIG. 3.2. Possible Relationships between Frontal Matrices
4. Use of Graph Theory. The use of graph theory by the unsymmetric pattern
multifrontal method focuses on the assembly DAG. The assembly DAG tracks the L
and U relationships which directly track the relationships between the frontal matrix
patterns. These edges also define the data passing and data dependencies that exist
within the developed computational structure. The assembly DAG also serves as a
task graph for scheduling the parallel factorization. A critical path analysis of the
assembly DAG is used to define task priorities for each frontal matrix task and a static
schedule for the factorization is derived from these priorities using list scheduling
techniques. (Recall the target environment is a distributed memory hypercube which
justifies the use of static scheduling techniques). Furthermore, each frontal matrix
task can be allocated multiple processors in subcube configurations. Assignment
of specific subcubes is also done using the assembly DAG edges in a manner that
attempts to minimize the amount of inter-processor passing of contribution blocks.
Some of the most interesting uses of graph theory occur when having to ac-
commodate dynamic pivot reordering in the factorization of sequences of identically
structured sparse matrices. Such sequences arise when solving systems of differential
algebraic equations. The linearization of these systems can create sequences of matri-
ces with an identical, unsymmetric pattern where the values of the nonzeroes of the
pattern change across matrices in the sequence. An assembly DAG can be created for
the first matrix in the sequence and then reused for the subsequent matrices. How-
ever, as the values of the nonzeroes change, entries selected as pivots in the original
assembly DAG may take on values that make them no longer numerically acceptable
as pivots and a dynamic pivot reordering is required.
5. Dynamic Pivot Reordering. The strategy to deal with dynamic pivot re-
ordering uses three techniques: avoidance, intra-frontal matrix recovery, and inter-
frontal matrix recovery. Avoidance modifies the pivot threshold (discussed earlier) to
reduce the need for the more complex techniques. Specifically, the pivot threshold is
set higher (closer to one) for the first matrix in the sequence from which the assembly
DAG is constructed. This pivot threshold is then relaxed to smaller values for subse-
quent matrices to improve the likelihood that anticipated pivots will be numerically
acceptable. While this technique does worsen the error bounds, the exact effect on
the bounds is well-defined and to a significant degree controllable.
When anticipated pivot entries are not numerically acceptable per the pivot
threshold criteria, the next recourse would be intra-frontal matrix recovery which
searches for alternative pivot entries in the frontal matrix's block of potential pivots.
If such an entry is found, non-symmetric permutations are performed to position the
replacement pivot. Such permutations are possible only if the frontal matrix has more
than one potential pivot. For a frontal matrix with k potential pivots, alternative piv-
ots may be selected from any entry in the leading principal k x k submatrix (called the
pivot block). These permutations will not alter the pattern of rows or columns that
define the frontal matrix and will not affect the structure of other frontal matrices or
the assembly DAG.
The last recourse is inter-frontal matrix recovery where the remaining rows and
columns of the pivot block in which acceptable pivots were not present are symmetri-
cally permuted to a subsequent frontal matrix in the assembly DAG. In this technique,
the assembly DAG and subsequent frontal matrices will be affected. Graph theory
is an invaluable tool used to define both the scope and details of inter-frontal matrix
recovery. An example will illustrate this type of recovery before we delve deeper into
the detailed use of graph theory.
The matrix in Figure 5.1 is a sparse matrix with rows and columns labeled by the
frontal matrix ID (A through E) that holds the row/column as a potential pivot. This
figure also shows the symmetrically permuted version of the matrix where the Al rows
and columns associated with the loss of the second pivot in the frontal matrix A are
moved to become part of frontal matrix D. The entries shown with '*' in the second
matrix are new fill-in that occurs as a result of the recovery. Figure 5.2 shows the
assembly DAG associated with the original matrix and Figure 5.3 shows the frontal
matrices themselves. In general, we want to select a recovery frontal matrix to which
there is an LU relationship from the failed frontal matrix. The inclusion properties of
the patterns of rows and columns that is implied by the LU relationship assures that
the lost pivot columns and rows will be fully absorbed into such a matrix. The LU
relationship does not need to be direct. In Figure 5.2 we see that there is not a direct
LU relationship between the failed frontal matrix A and the recovery matrix D, but
there is an 'implied' LU relationship from A to D which results from the path of L
edges from A to B to D and the path of U edges from A to C to D. These L and U
paths imply the same inclusion properties as a direct LU edge would. Furthermore,
the L and U paths define where the additional fill-in will occur in intervening frontal
matrices. Specifically, L ancestors (frontal matrices to which there is a path of L
edges from the failed frontal matrix) must be extended by the lost pivot columns and
will result in new fill-in within these columns and U ancestors must be extended by
the lost pivot rows and will also result in new fill-in. Examples are shown in Figure
5.3 with the L ancestor B and the U ancestor C.
A A B C D E A B C D A E
B 1 B 1
FIG. 5.1. Sparse Matrix with Lost Pivols
With the basic understanding of inter-frontal matrix recovery provided in the
previous paragraph, we can now progress to some of the theoretical results that
establish the sufficiency of this technique to resolve any required pivot reordering.
Only the key results are described and done so without proofs. Intermediate results,
proofs, and other details can be found in . These results make extensive use of
X X X X
X X X X
X X X X X
X X X X
X X X X X
X X X X
X X X X X
X X X X
X X X X
X X X X X
FIG. 5.2. Sample Assembly DAG
O A A C E
A X X X X
A X X X X
SD A E
D X X
A X X
E XX X
O B C E A
B X X X X
E X X X
0 c D
D X X
E X X
FIG. 5.3. Frontal Matrices Extended by Lost Pivot Recovery
graph structures (primarily the assembly DAG) and graph theory. They start off
with some key foundational results and some results that define the scope of resulting
fill-in. Then the more complex issues of multiple and repeated failures are addressed.
Finally, the edge sets required for inter-frontal matrix recovery are analyzed.
5.1. Foundational Results. The foundational theorems used to establish the
inter-frontal matrix recovery are basic extensions to the inclusions properties implied
by the various edge types. Specifically these results are:
Paths of L edges imply inclusion of pattern of columns.
Paths of U edges imply inclusion of pattern of rows.
An L path from A to B and a U path from A to C imply either an L path
from B to C (if B
5.2. Inter-Frontal Matrix Recovery Fill-In. A key component of inter-frontal
matrix recovery is the ability to track and explicitly define the extent of the additional
fill-in that results. The results below show that this can be accomplished using the L
and U relationships that exist between frontal matrices and are represented as edges
in the assembly DAG.
The only fill-in in the lost pivot columns is due to L ancestors.
The only fill-in in the lost pivot rows is due to U ancestors.
Recovery frontal matrices need only have their pivot rows and columns ex-
No additional contributions will be made to the lost pivot block by L or U
5.3. Multiple and Repeated Failures. When multiple frontal matrices expe-
rience lost pivots, subsequent frontal matrices can be affected by multiple recoveries.
When such a subsequent frontal matrix is an L ancestor of one frontal matrix and a
U ancestor of another frontal matrix, it must be extended by both rows and columns.
Their intersection is called the overlap and must be specially handled. Furthermore,
pivots that failed once may fail again in the recovery matrix. Such repeated failures
are another source of complication. The results below address both of these issues
and resolve them in a complete and elegant manner.
Resolution of extended contribution block overlap due to failed L and U
predecessors can be resolved by ascending topological levels of the respective
Once a recovery has reached its recovery matrix (vertex), that recovery is
complete. Repeated failures can be handled as failures in the recovery ma-
trix. (Recoveries need not progress past the topological level of the recovery
It is sufficient to order multiple recoveries by ascending topological level of
their recovery matrices.
5.4. Required Edge Sets. Up until this point we have been fairly loose in our
definition of the assembly DAG's edge set. We have implied that it is made up of
the 'true' relationships that exist between frontal matrices as defined by the L and
U relationships. Actually, the assembly DAG edge set is a much smaller subset of
these true relations and can include 'early assembly edges' that allow contributions to
be combined earlier (See  for details). In order to establish criteria for a sufficient
edge set for inter-frontal matrix recovery, we will now distinguish between the 'true
relations' and the assembly edges as two distinct edge sets. The following results
establish when these edge sets are sufficient as well as when they are not. Furthermore,
when they are not sufficient, the results definitize how they must be augmented to
No additional edges are needed if recovery matrix is an LU ancestor.
e If no LU ancestor exists, new L edges from failed frontal matrix and from its
U ancestors are needed to the recovery matrix. Also, new U edges from failed
frontal matrix and from its L ancestors are needed to the recovery matrix.
In the general case, the assembly DAG edge set and even the true relation
edges are insufficient for lost pivot recovery.
A sufficient edge set can be built from the true relation edges by augmenting
them such that there is only one terminal vertex. Furthermore, a transitive
reduction of this augmented edge set is sufficient for lost pivot recovery.
If the overall matrix permuted to block triangular form, then there is always
an LU ancestor and both the assembly edge set and the true relations (or
their transitive reductions) are sufficient for lost pivot recovery.
The last results based on block triangular form are significant in that they pre-
clude the need to augment the basic edge sets but also in that this form creates
independent connected components within the assembly DAG which provides an ad-
ditional, very high level of parallelism.
6. Performance Results. Performance results are provided for both sequential
and parallel execution time. The three matrix sequences used for this evaluation are
RDIST1, RDIST2, and RDIST3A which come from chemical engineering applications
[15, 16]. Their characteristics are shown in Table 6.1.
( I.. I. ristics of Matrix Sequences
NAME ORDER NONZEROS # OF MATRICES
RDIST1 4134 94,408 41
RDIST2 3198 56,834 40
RDIST3A 2 ;'s 61,896 37
The effectiveness and efficiency of lost pivot recovery on a single processor was
measured using single processor refactorizations of each matrix in the RDIST1, RDIST2,
and RDIST3A sequences. Separate sets of runs were done where avoidance was used
and where it was not. For the avoidance runs, the initial pivot threshold value of 0.1
was relaxed to 0.001. The runs without avoidance maintained the pivot threshold
at 0.1. To put these times into perspective, they will be compared to an estimation
of the analyze-factor time (where a distinct assembly DAG is built for each matrix
in the sequence based on the changing values of the entries). Only an estimated
analyze-factor time is possible, as the analyze-factor routine (taken from Davis' orig-
inal unsymmetric multifrontal implementation: UMFPACK ) required too much
memory to be run on an single nCUBE processing node. The estimate of the analyze-
factor time was achieved by taking the ratio of the UMFPACK analyze-factor time
to the UMFPACK refactor time as run on a single CRAY YMP processor and mul-
tiplying the ratio by the single nCUBE 2 processing node execution time of the fixed
pivot order refactorization.
The sequential time savings were calculated by comparing the sum of the esti-
mated analyze-factor times for all the matrices in the sequence to the observed times
when using the refactorization code with dynamic pivot reordering as described in
this paper. The percentage time savings are provided in Table 6.2.
In order to characterize the parallel performance, runs were done on selected
matrices in each of the test sequences using a 32 processor configuration of the nCUBE
2 multiprocessor. Table 6.3 reports the range of speed ups achieved both without and
with the use of the avoidance strategy described earlier.
Sequential Performance Improvements
W/O AVOIDANCE WITH AVOIDANCE
RDIST1 58.8 60.3
RDIST2 48.3 54.3
RDIST3A 1.2 31.3
Parallel Performance Speed Ups
MATRIX OBSERVED SPEED UP RANGE
NAME W/O AVOIDANCE WITH AVOIDANCE
RDIST1 12.2-12.4 12.3-12.4
RDIST2 7.3-10.6 8.1-10.6
RDIST3A 5.2-12.0 7.8-12.0
The maximum speed ups achieved with dynamic pivot reordering are about two
less than the corresponding speed ups achieved using an earlier version of the algo-
rithm that assumes the anticipated pivots are numerically acceptable and does no
numerical checking or reordering. Furthermore, the achieved speed ups as well as the
sequential execution times are highly dependent on the amount of intra- and inter-
frontal matrix recovery that occurs. The RDIST3A matrices experienced the largest
amount of inter-frontal matrix recovery with as many as 218 lost pivots across frontal
matrices when avoidance was not employed.
The bottom line of these performance results is that the techniques outlined
in this paper of reusing the assembly DAGs and dynamically reordering pivots as
necessary are viable ways to improve overall factorization time. Furthermore, they
parallelize well and can take further advantage of multiprocessor environments.
7. Conclusion. This paper has described the use of graph theory in a technique
for the LU factorization of sequences of identically structured sparse matrices which
is based on the highly successful unsymmetric pattern multifrontal method of Davis
and Duff . The graph theory centers on the concept of the assembly DAG which
provides the basic computational structure of the method. Graph analysis techniques
are used facilitate frontal matrix task scheduling. Various edge types in the assembly
DAG are used to direct data passing and trace the frontal matrix pattern dependen-
cies. When the unsymmetric pattern multifrontal method is applied to sequences of
matrices, a key consideration is accommodating the dynamic pivot reordering nec-
essary to maintain numerical stability. This is done using the three part strategy
of avoidance, intra-frontal matrix recovery, and inter-frontal matrix recovery. Graph
theory techniques are especially important in inter-frontal matrix recovery and the
results in this area were highlighted by this paper. Finally, some of the achieved
performance results indicated that the techniques described here are viable ways to
improve performance as well as to take advantage of parallelism.
 P. R. AMESTOY AND I. S. DUFF, Vectorization of a multiprocessor multifronial code, Inter-
national Journal of Supercomputing Applications, 3 (1989), pp. 41-59.
 T. A. DAVIS, Users' guide for the unsymmetric-pattern multifrontal package (UMFPACK),
Tech. Report TR-93-020, Computer and Information Sciences Department, Univer-
sity of Florida, Gainesville, FL, June 1993. (UMFPACK is available via Netlib
(linalg/umfpack.shar) or via anonymous ftp to ftp.cis.ufl.edu:pub/umfpack).
 T. A. DAVIS AND I. S. DUFF, An unsymmetric-pattern multifronial method for sparse LU
factorization, SIAM J. Matrix Anal. Appl., (submitted March 1993, under revision. Also
 I. S. DUFF, Sparse Matrices and their Uses, Academic Press, New York and London, 1981.
 I. S. DUFF, Parallel implementation of multifrontal schemes, Parallel Computing, 3 (1 I1'.),
 I. S. DUFF, A. M. ERISMAN, AND J. K. REID, Direct Methods for Sparse Matrices, Oxford
Science Publications, New York, NY, 1989.
 I. S. DUFF AND J. K. REID, The multifronlal solution of indefinite sparse symmetric linear
systems, AC\I Transactions on Mathematical Software, 9 (1983), pp. 302-325.
 The multifrontal solution of unsymmetric sets of linear equations, SIAM J. Sci. Statist.
Comput., 5 (1984), pp. 633-641.
 S. M. HADFIELD, On the LU Factorization of Sequences of Identically Structured Sparse
Matrices within a Distributed Memory Environment, PhD thesis, University of Florida,
Gainesville, FL, April 1994. (also TR-94-019).
 S. M. HADFIELD AND T. A. DAVIS, Analysis of potential parallel implementation of the
unsymmetric-pattern multifronlal method for sparse LU factorization, Tech. Report TR-92-
017, Department of Computer and Information Systems, University of Florida, Gainesville,
 S. M. HADFIELD AND T. A. DAVIS, A parallel unsymmetric-pattern multifrontal method,
SIAM J. Sci. Computing, (1994). (submitted. Also Univ. of Fl. tech report TR-94-028).
 K. S. KUNDERT, Sparse matrix techniques and their applications to circuit simulation, in
Circuit Analysis, Simulation and Design, A. E. Ruehli, ed., New York: North-Holland,
 J. W. H. LIU, The multifrontal method for sparse matrix solution: Theory and practice, SIAM
Review, 34 (1992), pp. 82-109.
 E. G.-Y. NG, Comparison of some direct methods for solving sparse nonsymmetric linear
systems, in 5th SIAM Conference on Applied Linear Algebra, SIAM, June 1994, p. 140.
 S. E. ZITNEY, Sparse matrix methods for chemical process separation calculations on super-
computers, in Proc. Supercomputing '-', Minneapolis, MN, Nov. 1992, IEEE Computer
Society Press, pp. 414-423.
 S. E. ZITNEY AND M. A. STADTHERR, Supercomputing strategies for the design and analysis
of complex separation systems, Ind. Eng. Chem. Res., 32 (1993), pp. 604-612.
 Z. ZLATEV, Sparse matrix techniques for general matrices with real elements: Pivotal strategies,
decompositions and applications in ODE software, in Sparsity and Its Applications, D. J.
Evans, ed., Cambridge, United Kingdom: Cambridge University Press, 1 '., pp. 185-228.