SelInv - An Algorithm for Selected Inversion of a Sparse Symmetric Matrix

@article{Lin2011SelInvA,
  title={SelInv - An Algorithm for Selected Inversion of a Sparse Symmetric Matrix},
  author={Lin Lin and Chao Yang and Juan C. Meza and Jianfeng Lu and Lexing Ying and E Weinan},
  journal={ACM Trans. Math. Softw.},
  year={2011},
  volume={37},
  pages={40:1-40:19}
}
We describe an efficient implementation of an algorithm for computing selected elements of a general sparse symmetric matrix A that can be decomposed as A = LDLT, where L is lower triangular and D is diagonal. Our implementation, which is called SelInv, is built on top of an efficient supernodal left-looking LDLT factorization of A. We discuss how computational efficiency can be gained by making use of a relative index array to handle indirect addressing. We report the performance of SelInv on… CONTINUE READING
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