In numerical analysis, nested dissection is a divide and conquer heuristic for the solution of sparse symmetric systems of linear equations based on graph partitioning. Nested dissection was introduced by George (1973); the name was suggested by Garrett Birkhoff. [1]
Numerical analysis is the study of algorithms that use numerical approximation for the problems of mathematical analysis. Numerical analysis naturally finds application in all fields of engineering and the physical sciences, but in the 21st century also the life sciences, social sciences, medicine, business and even the arts have adopted elements of scientific computations. The growth in computing power has revolutionized the use of realistic mathematical models in science and engineering, and subtle numerical analysis is required to implement these detailed models of the world. For example, ordinary differential equations appear in celestial mechanics ; numerical linear algebra is important for data analysis; stochastic differential equations and Markov chains are essential in simulating living cells for medicine and biology.
An heuristic technique, often called simply an heuristic, is any approach to problem solving or self-discovery that employs a practical method, not guaranteed to be optimal, perfect, logical, or rational, but instead sufficient for reaching an immediate goal. Where finding an optimal solution is impossible or impractical, heuristic methods can be used to speed up the process of finding a satisfactory solution. Heuristics can be mental shortcuts that ease the cognitive load of making a decision. Examples that employ heuristics include using a rule of thumb, an educated guess, an intuitive judgment, a guesstimate, profiling, or common sense.
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Nested dissection consists of the following steps:
- Form an undirected graph in which the vertices represent rows and columns of the system of linear equations, and an edge represents a nonzero entry in the sparse matrix representing the system.
- Recursively partition the graph into subgraphs using separators, small subsets of vertices the removal of which allows the graph to be partitioned into subgraphs with at most a constant fraction of the number of vertices.
- Perform Cholesky decomposition (a variant of Gaussian elimination for symmetric matrices), ordering the elimination of the variables by the recursive structure of the partition: each of the two subgraphs formed by removing the separator is eliminated first, and then the separator vertices are eliminated.
In numerical analysis and scientific computing, a sparse matrix or sparse array is a matrix in which most of the elements are zero. By contrast, if most of the elements are nonzero, then the matrix is considered dense. The number of zero-valued elements divided by the total number of elements is called the sparsity of the matrix. Using those definitions, a matrix will be sparse when its sparsity is greater than 0.5.
Recursion occurs when a thing is defined in terms of itself or of its type. Recursion is used in a variety of disciplines ranging from linguistics to logic. The most common application of recursion is in mathematics and computer science, where a function being defined is applied within its own definition. While this apparently defines an infinite number of instances, it is often done in such a way that no loop or infinite chain of references can occur.
In graph theory, the planar separator theorem is a form of isoperimetric inequality for planar graphs, that states that any planar graph can be split into smaller pieces by removing a small number of vertices. Specifically, the removal of O(√n) vertices from an n-vertex graph can partition the graph into disjoint subgraphs each of which has at most 2n/3 vertices.
As a consequence of this algorithm, the fill-in (the set of nonzero matrix entries created in the Cholesky decomposition that are not part of the input matrix structure) is limited to at most the square of the separator size at each level of the recursive partition. In particular, for planar graphs (frequently arising in the solution of sparse linear systems derived from two-dimensional finite element method meshes) the resulting matrix has O(n log n) nonzeros, due to the planar separator theorem guaranteeing separators of size O(√n). [2] For arbitrary graphs there is a nested dissection that guarantees fill-in within a factor of optimal, where d is the maximum degree and m is the number of non-zeros. [3]
The finite element method (FEM), is a numerical method for solving problems of engineering and mathematical physics. Typical problem areas of interest include structural analysis, heat transfer, fluid flow, mass transport, and electromagnetic potential. The analytical solution of these problems generally require the solution to boundary value problems for partial differential equations. The finite element method formulation of the problem results in a system of algebraic equations. The method approximates the unknown function over the domain. To solve the problem, it subdivides a large system into smaller, simpler parts that are called finite elements. The simple equations that model these finite elements are then assembled into a larger system of equations that models the entire problem. FEM then uses variational methods from the calculus of variations to approximate a solution by minimizing an associated error function.
