PSelInv – A distributed memory parallel algorithm for selected inversion: The non-symmetric case

Abstract

This paper generalizes the parallel selected inversion algorithm called PSelInv to sparse non-symmetric matrices. We assume a general sparse matrix A has been decomposed as $PAQ$ = $LU$ on a distributed memory parallel machine, where L, U are lower and upper triangular matrices, and P, Q are permutation matrices, respectively. The PSelInvmethod computes selected elements of $A$ -1 . The selection is confined by the sparsity pattern of the matrix A T . Here our algorithm does not assume any symmetry properties of A, and our parallel implementation is memory efficient, in the sense that the computed elements of $A$ -T overwrites the sparse matrix $L + U$ in situ . PSelInv involves a large number of collective data communication activities within different processor groups of various sizes. In order to minimize idle time and improve load balancing, tree-based asynchronous communication is used to coordinate all such collective communication. Numerical results demonstrate that PSelInv can scale efficiently to 6,400 cores for a variety of matrices.