Highly Parallel Sparse Cholesky Factorization

@article{Gilbert1992HighlyPS,
  title={Highly Parallel Sparse Cholesky Factorization},
  author={John R. Gilbert and Robert Schreiber},
  journal={SIAM J. Scientific Computing},
  year={1992},
  volume={13},
  pages={1151-1172}
}
We develop and compare several fine-grained parallel algorithms to compute the Cholesky factorisation of a sparse matrix. Our experimental implementations are on the Connection Machine, a distributedmemory SIMD machine whose programming model conceptually supplies one processor per data element. In contrast to special-purpose algorithms in which the matrix structure conforms to the connection structure of the machine, our focus is on matrices with arbitrary sparsity structure. Our most… CONTINUE READING
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