Communication requirements of sparse Cholesky factorization with nested dissection ordering

Abstract

Load distribution schemes for minimizing the communication requirements of the Cholesky factorization of dense and sparse, symmetric, positive definite matrices on multiprocessor systems are presented. The total data traffic in factoring an n x n sparse symmetric positive definite matrix representing an n-vertex regular two-dimensional grid graph using n exp alpha, alpha not greater than 1, processors are shown to be O(n exp 1 + alpha/2). It is O(n), when n exp alpha, alpha not smaller than 1, processors are used. Under the conditions of uniform load distribution, these results are shown to be asymptotically optimal.