A Parallel Algorithm for Large Sparse Cholesky Factorization on a Multiprocessor
Zmijewski, Earl; Gilbert, John R.
We develop an algorithm for computing the symbolic and numeric Cholesky factorization of a large sparse symmetric positive definite matrix. The algorithm is intended for a message-passing multiprocessor system, such as the hypercube, and is based on the concept of elimination forests. In addition, we provide an algorithm for computing these forests along with a discussion of the algorithm's complexity and a proof of its correctness. We also examine the related issue of load balancing.
computer science; technical report
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