Parallel and Fully Recursive Multifrontal Supernodal Sparse Cholesky
We describe the design, implementation, and performance of a new parallel sparse Cholesky factorization code. The code uses a supernodal multifrontal factorization strategy. Operations on small dense submatrices are performed using new dense-matrix subroutines that are part of the code, although the code can also use the blas and lapack. The new code is recursive at both the sparse and the dense levels, it uses a novel recursive data layout for dense submatrices, and it is parallelized using Cilk, an extension of C specifically designed to parallelize recursive codes. We demonstrate that the new code performs well and scales well on SMP’s.
KeywordsCholesky Factorization Cache Line Runtime System Data Layout False Sharing
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