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An Efficient Scheme for Updating Sparse Cholesky FactorsRaghavan had earlier developed the software package DCSPACK which can be used for solving sparse linear systems where the coefficient matrix is symmetric and positive definite (this project was not funded by NASA but by agencies such as NSF). DSCPACK-S is the serial code and DSCPACK-P is a parallel implementation suitable for multiprocessors or networks-of-workstations with message passing using MCI. The main algorithm used is the Cholesky factorization of a sparse symmetric positive positive definite matrix A = LL(T). The code can also compute the factorization A = LDL(T). The complexity of the software arises from several factors relating to the sparsity of the matrix A. A sparse N x N matrix A has typically less that cN nonzeroes where c is a small constant. If the matrix were dense, it would have O(N2) nonzeroes. The most complicated part of such sparse Cholesky factorization relates to fill-in, i.e., zeroes in the original matrix that become nonzeroes in the factor L. An efficient implementation depends to a large extent on complex data structures and on techniques from graph theory to reduce, identify, and manage fill. DSCPACK is based on an efficient multifrontal implementation with fill-managing algorithms and implementation arising from earlier research by Raghavan and others. Sparse Cholesky factorization is typically a four step process: (1) ordering to compute a fill-reducing numbering, (2) symbolic factorization to determine the nonzero structure of L, (3) numeric factorization to compute L, and, (4) triangular solution to solve L(T)x = y and Ly = b. The first two steps are symbolic and are performed using the graph of the matrix. The numeric factorization step is of dominant cost and there are several schemes for improving performance by exploiting the nested and dense structure of groups of columns in the factor. The latter are aimed at better utilization of the cache-memory hierarchy on modem processors to prevent cache-misses and provide execution rates (operations/second) that are close to the peak rates for dense matrix computations. Currently, EPISCOPACY is being used in an application at NASA directed by J. Newman and M. James. We propose the implementation of efficient schemes for updating the LL(T) or LDL(T) factors computed in DSCPACK-S to meet the computational requirements of their project. A brief description is provided in the next section.
Document ID
20020086593
Acquisition Source
Langley Research Center
Document Type
Other
Authors
Raghavan, Padma
(Pennsylvania State Univ. University Park, PA United States)
Date Acquired
August 20, 2013
Publication Date
January 1, 2002
Subject Category
Computer Programming And Software
Funding Number(s)
CONTRACT_GRANT: NAG1-01085
Distribution Limits
Public
Copyright
Work of the US Gov. Public Use Permitted.
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