A Fan-In Algorithm for Distributed Sparse Numerical Factorization

Cleve Ashcraft, Stanley C. Eisenstat, Joseph W. H. Liu
1990 SIAM Journal on Scientific and Statistical Computing  
We present a colurnn-oriented distributed algorithm for factoring a large sparse symmetric positive definite matrix on a local-memory parallel processor. Pro-4. cessors co-operate in computing each column of the Cholesky factor by calculating independent updates to the corresponding column of the original matrix. These updates are sent in a fan-in manner to the processor assigned to the column, which then completes the computation. Experimental results on an Intel iPSC/2 hypercube demonstrate
more » ... rcube demonstrate that the method is effective and achieves good speedups.
doi:10.1137/0911033 fatcat:krkkgu6w2na5zgmmajunai5emi