Solution of sparse positive definite systems on a hypercube
The paper provides a detailed overview of an experimental package for solving large sparse positive definite systems of the form \(Ax=b\) on multiprocessors with a hypercube interconnection network. The method of Cholesky factorization \(A=LL^ T\) is used, involving four steps: (1) ordering: determine a permutation matrix P so that \(PAP^ T\) has sparse Cholesky factor L; (2) symbolic factorization: determine the structure of L and set up a data structure that exploits the sparsity of L; (3) numerical factorization: place the nonzeros of A into the data structure and then compute L; (4) triangular solution: using L, solve the triangular systems \(Lu=Pb\), \(L^ Tv=u\) and set \(x=P^ Tv.\) The article treats all these steps in detail, explains the role of elimination trees in the exploitation of sparsity and the identification of parallelism, provides pseudo-code algorithms, and presents numerical experiments run on an Intel iPSC multiprocessor showing that the reduction in execution time as the number of processors increases is much less significant for steps 1, 2, and 4 above, compared to the numerical factorization (step 3).
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- A Data Structure for Parallel L/U Decomposition
- A Fast Implementation of the Minimum Degree Algorithm Using Quotient Graphs
- A Minimal Storage Implementation of the Minimum Degree Algorithm
- A New Implementation of Sparse Gaussian Elimination
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- Computing the Minimum Fill-In is NP-Complete
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- Generalized Nested Dissection
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- Modification of the minimum-degree algorithm by multiple elimination
- Modified Cyclic Algorithms for Solving Triangular Systems on Distributed-Memory Multiprocessors
- Nested Dissection of a Regular Finite Element Mesh
- On General Row Merging Schemes for Sparse Givens Transformations
- Parallel implementation of multifrontal schemes
- Reordering sparse matrices for parallel elimination
- The analysis of a nested dissection algorithm
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- The Multifrontal Solution of Unsymmetric Sets of Linear Equations
- The Role of Elimination Trees in Sparse Factorization
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- A LINEAR ARRAY FOR LARGE SPARSE MATRIX OPERATIONS - I CHOLESKY FACTORIZATION
- A LINEAR ARRAY FOR LARGE SPARSE MATRIX OPERATIONS – II TRIANGULAR SYSTEM SOLVERS AND MATRIX MULTIPLICATION
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- A latency tolerant hybrid sparse solver using incomplete Cholesky factorization
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- Task scheduling for parallel sparse Cholesky factorization
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