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A supernodal approach to sparse partial pivoting
 SIAM Journal on Matrix Analysis and Applications
, 1999
"... We investigate several ways to improve the performance of sparse LU factorization with partial pivoting, as used to solve unsymmetric linear systems. To perform most of the numerical computation in dense matrix kernels, we introduce the notion of unsymmetric supernodes. To better exploit the memory ..."
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Cited by 244 (25 self)
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We investigate several ways to improve the performance of sparse LU factorization with partial pivoting, as used to solve unsymmetric linear systems. To perform most of the numerical computation in dense matrix kernels, we introduce the notion of unsymmetric supernodes. To better exploit the memory hierarchy, weintroduce unsymmetric supernodepanel updates and twodimensional data partitioning. To speed up symbolic factorization, we use Gilbert and Peierls's depth rst search with Eisenstat and Liu's symmetric structural reductions. We have implemented a sparse LU code using all these ideas. We present experiments demonstrating that it is signi cantly faster than earlier partial pivoting codes. We also compare performance with Umfpack, which uses a multifrontal approach; our code is usually faster.
Algorithm 887: Cholmod, supernodal sparse cholesky factorization and update/downdate
 ACM Transactions on Mathematical Software
, 2008
"... CHOLMOD is a set of routines for factorizing sparse symmetric positive definite matrices of the form A or A A T, updating/downdating a sparse Cholesky factorization, solving linear systems, updating/downdating the solution to the triangular system Lx = b, and many other sparse matrix functions for b ..."
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Cited by 98 (8 self)
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CHOLMOD is a set of routines for factorizing sparse symmetric positive definite matrices of the form A or A A T, updating/downdating a sparse Cholesky factorization, solving linear systems, updating/downdating the solution to the triangular system Lx = b, and many other sparse matrix functions for both symmetric and unsymmetric matrices. Its supernodal Cholesky factorization relies on LAPACK and the Level3 BLAS, and obtains a substantial fraction of the peak performance of the BLAS. Both real and complex matrices are supported. CHOLMOD is written in ANSI/ISO C, with both C and MATLAB TM interfaces. It appears in MATLAB 7.2 as x=A\b when A is sparse symmetric positive definite, as well as in several other sparse matrix functions.
Implementation of interior point methods for large scale linear programming.” Interiorpoint methods of mathematical programming
, 1996
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CoarseGrain Parallel Programming in Jade
, 1991
"... This paper presents Jade, a language which allows a programmer to easily express dynamic coarsegrain parallelism. Starting with a sequential program, a programmer augments those sections of code to be parallelized with abstract data usage information. The compiler and runtime system use this inf ..."
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Cited by 50 (4 self)
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This paper presents Jade, a language which allows a programmer to easily express dynamic coarsegrain parallelism. Starting with a sequential program, a programmer augments those sections of code to be parallelized with abstract data usage information. The compiler and runtime system use this information to concurrently execute the program while respecting the program's data dependence constraints. Using Jade can significantly reduce the time and effort required to develop and maintain a parallel version of an imperative application with serial semantics. The paper introduces the basic principles of the language, compares Jade with other existing languages, and presents the performance of a sparse matrix Cholesky factorization algorithm implemented in Jade.
MIP: Theory and Practice  Closing the Gap
 SYSTEM MODELLING AND OPTIMIZATION: METHODS, THEORY, AND APPLICATIONS
, 2000
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Sparse Gaussian Elimination on High Performance Computers
, 1996
"... This dissertation presents new techniques for solving large sparse unsymmetric linear systems on high performance computers, using Gaussian elimination with partial pivoting. The efficiencies of the new algorithms are demonstrated for matrices from various fields and for a variety of high performan ..."
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Cited by 42 (7 self)
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This dissertation presents new techniques for solving large sparse unsymmetric linear systems on high performance computers, using Gaussian elimination with partial pivoting. The efficiencies of the new algorithms are demonstrated for matrices from various fields and for a variety of high performance machines. In the first part we discuss optimizations of a sequential algorithm to exploit the memory hierarchies that exist in most RISCbased superscalar computers. We begin with the leftlooking supernodecolumn algorithm by Eisenstat, Gilbert and Liu, which includes Eisenstat and Liu's symmetric structural reduction for fast symbolic factorization. Our key contribution is to develop both numeric and symbolic schemes to perform supernodepanel updates to achieve better data reuse in cache and floatingpoint register...
The design and implementation of a new outofcore sparse Cholesky factorization method
 ACM Transactions on Mathematical Software
"... We describe a new outofcore sparse Cholesky factorization method. The new method uses the elimination tree to partition the matrix, an advanced subtreescheduling algorithm, and both rightlooking and leftlooking updates. The implementation of the new method is efficient and robust. On a 2 GHz per ..."
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Cited by 33 (4 self)
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We describe a new outofcore sparse Cholesky factorization method. The new method uses the elimination tree to partition the matrix, an advanced subtreescheduling algorithm, and both rightlooking and leftlooking updates. The implementation of the new method is efficient and robust. On a 2 GHz personal computer with 768 MB of main memory, the code can easily factor matrices with factors of up to 48 GB, usually at rates above 1 Gflop/s. For example, the code can factor AUDIKW, currenly the largest matrix in any matrix collection (factor size over 10 GB), in a little over an hour, and can factor a matrix whose graph is a 140by140by140 mesh in about 12 hours (factor size around 27 GB).
Dynamic supernodes in sparse Cholesky update/downdate and triangular solves
 ACM Trans. Math. Software
, 2006
"... The supernodal method for sparse Cholesky factorization represents the factor L as a set of supernodes, each consisting of a contiguous set of columns of L with identical nonzero pattern. A conventional supernode is stored as a dense submatrix. While this is suitable for sparse Cholesky factorizatio ..."
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Cited by 29 (10 self)
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The supernodal method for sparse Cholesky factorization represents the factor L as a set of supernodes, each consisting of a contiguous set of columns of L with identical nonzero pattern. A conventional supernode is stored as a dense submatrix. While this is suitable for sparse Cholesky factorization where the nonzero pattern of L does not change, it is not suitable for methods that modify a sparse Cholesky factorization after a lowrank change to A (an update/downdate, A = A±WW T). Supernodes merge and split apart during an update/downdate. Dynamic supernodes are introduced, which allow a sparse Cholesky update/downdate to obtain performance competitive with conventional supernodal methods. A dynamic supernodal solver is shown to exceed the performance of the conventional (BLASbased) supernodal method for solving triangular systems. These methods are incorporated into CHOLMOD, a sparse Cholesky factorization and update/downdate package, which forms the basis of x=A\b in MATLAB when A is sparse and symmetric positive definite. 1
Algorithm 8xx: CHOLMOD, supernodal sparse Cholesky factorization and update/downdate
, 2006
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Algorithm 8xx: a concise sparse Cholesky factorization package
 Univ. of Florida
, 2004
"... The LDL software package is a set of short, concise routines for factorizing symmetric positivedefinite sparse matrices, with some applicability to symmetric indefinite matrices. Its primary purpose is to illustrate much of the basic theory of sparse matrix algorithms in as concise a code as possib ..."
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Cited by 15 (0 self)
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The LDL software package is a set of short, concise routines for factorizing symmetric positivedefinite sparse matrices, with some applicability to symmetric indefinite matrices. Its primary purpose is to illustrate much of the basic theory of sparse matrix algorithms in as concise a code as possible, including an elegant new method of sparse symmetric factorization that computes the factorization rowbyrow but stores it columnbycolumn. The entire symbolic and numeric factorization consists of a total of only 53 lines of code. The package is written in C, and includes a MATLAB interface.