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Add JL_UMFPACK_PIVOT_TOLERANCE to umfpack.jl #447

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merged 1 commit into from
Oct 2, 2023

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sjdaines
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@sjdaines sjdaines commented Oct 1, 2023

Looks like this was just omitted for some reason

See UMFPACK manual, increasing from default value is possibly helpful for ill-conditioned matrices:

Control [UMFPACK_PIVOT_TOLERANCE]: relative pivot tolerance for threshold partial pivoting with row interchanges. In any given column, an entry is numerically acceptable if its absolute value is greater than or equal to Control [UMFPACK_PIVOT_TOLERANCE] times the largest absolute value in the column. A value of 1.0 gives true partial pivoting. If less than or equal to zero, then any nonzero entry is numerically acceptable as a pivot. Default: 0.1.

Smaller values tend to lead to sparser LU factors, but the solution to the linear system can become inaccurate. Larger values can lead to a more accurate solution (but not always), and usually an increase in the total work.

Looks like this was just omitted for some reason

See UMFPACK manual:

Control [UMFPACK_PIVOT_TOLERANCE]: relative pivot tolerance for threshold partial pivoting with row interchanges. In any given
column, an entry is numerically acceptable if its absolute value is
greater than or equal to Control [UMFPACK_PIVOT_TOLERANCE] times the largest absolute value in the column. A value of 1.0 gives true partial pivoting. If less than or equal to zero, then any nonzero entry is numerically acceptable as a pivot. Default: 0.1.

Smaller values tend to lead to sparser LU factors, but the solution
48 to the linear system can become inaccurate. Larger values can lead to a more accurate solution (but not always), and usually an
increase in the total work.
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codecov bot commented Oct 1, 2023

Codecov Report

Merging #447 (7bde241) into main (ac5c8ed) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##             main     #447   +/-   ##
=======================================
  Coverage   93.20%   93.20%           
=======================================
  Files          12       12           
  Lines        7700     7700           
=======================================
  Hits         7177     7177           
  Misses        523      523           
Files Coverage Δ
src/solvers/umfpack.jl 88.58% <ø> (ø)

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@ViralBShah
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Either accidentally missed, or was introduced after the major work on this wrapper was done. Thank you.

@ViralBShah ViralBShah merged commit 605237e into JuliaSparse:main Oct 2, 2023
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2 participants