Dynamic Supernodes in Sparse Cholesky Update/Downdate and Triangular Solves

  • Authors:
  • Timothy A. Davis;William W. Hager

  • Affiliations:
  • University of Florida;University of Florida

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 2009

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Abstract

The supernodal method for sparse Cholesky factorization represents the factor L as a set of supernodes, each consisting of a contiguous set of columns of L with identical nonzero pattern. A conventional supernode is stored as a dense submatrix. While this is suitable for sparse Cholesky factorization where the nonzero pattern of L does not change, it is not suitable for methods that modify a sparse Cholesky factorization after a low-rank change to A (an update/downdate, Ā = A ± WWT). Supernodes merge and split apart during an update/downdate. Dynamic supernodes are introduced which allow a sparse Cholesky update/downdate to obtain performance competitive with conventional supernodal methods. A dynamic supernodal solver is shown to exceed the performance of the conventional (BLAS-based) supernodal method for solving triangular systems. These methods are incorporated into CHOLMOD, a sparse Cholesky factorization and update/downdate package which forms the basis of x = A\b MATLAB when A is sparse and symmetric positive definite.