A supernodal approach to sparse partial pivoting

JW Demmel, SC Eisenstat, JR Gilbert, XS Li…�- SIAM Journal on Matrix�…, 1999 - SIAM
JW Demmel, SC Eisenstat, JR Gilbert, XS Li, JWH Liu
SIAM Journal on Matrix Analysis and Applications, 1999SIAM
We investigate several ways to improve the performance of sparse LU factorization with
partial pivoting, as used to solve unsymmetric linear systems. We introduce the notion of
unsymmetric supernodes to perform most of the numerical computation in dense matrix
kernels. We introduce unsymmetric supernode-panel updates and two-dimensional data
partitioning to better exploit the memory hierarchy. We use Gilbert and Peierls's depth-first
search with Eisenstat and Liu's symmetric structural reductions to speed up symbolic�…
We investigate several ways to improve the performance of sparse LU factorization with partial pivoting, as used to solve unsymmetric linear systems. We introduce the notion of unsymmetric supernodes to perform most of the numerical computation in dense matrix kernels. We introduce unsymmetric supernode-panel updates and two-dimensional data partitioning to better exploit the memory hierarchy. We use Gilbert and Peierls's depth-first search with Eisenstat and Liu's symmetric structural reductions to speed up symbolic factorization.
We have developed a sparse LU code using all these ideas. We present experiments demonstrating that it is significantly faster than earlier partial pivoting codes. We also compare its performance with UMFPACK, which uses a multifrontal approach; our code is very competitive in time and storage requirements, especially for large problems.
Society for Industrial and Applied Mathematics