A Supernodal Approach to Sparse Partial Pivoting

著者: James Weldon Demmel, Stanley C. Eisenstat, John R. Gilbert, Xiaoye S. Li, Joseph W. H. Liu - SIAM Journal on Matrix Analysis and Applications 1999 被引用: 836

. 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 performance with UMFPACK, which uses a multifrontal approach