Sparse Cholesky Factorization on a Local-Memory Multiprocessor

This article deals with the problem of factoring a large sparse positive definite matrix on a multiprocessor system. The processors are assumed to have substantial local memory but no globally shared memory. They communicate among themselves and with a host processor through message passing. Our primary interest is in designing an algorithm which exploits parallelism, rather than in exploiting features of the underlying topology of the hardware. However, part of our study is aimed at determining, for certain sparse matrix problems, whether hardware based on the binary hypercube topology adequately supports the communication requirements for such problems. Numerical results from experiments conducted on a hypercube multiprocessor are included.