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SelInv - An Algorithm for Selected Inversion of a Sparse Symmetric Matrix
[report]
2009
unpublished
We describe an efficient implementation of an algorithm for computing selected elements of a general sparse symmetric matrix A that can be decomposed as A = LDL^T, where L is lower triangular and D is diagonal. Our implementation, which is called SelInv, is built on top of an efficient supernodal left-looking LDL^T factorization of A. We discuss how computational efficiency can be gained by making use of a relative index array to handle indirect addressing. We report the performance of SelInv
doi:10.21236/ada522688
fatcat:rvqar63hnbd3hjuhc372tns7ai