PSelInv—A Distributed Memory Parallel Algorithm for Selected Inversion: The Symmetric Case

Abstract

We describe an efficient parallel implementation of the selected inversion algorithm for distributed memory computer systems, which we call PSelInv. The PSelInv method computes selected elements of a general sparse matrix Athat can be decomposed as A= LU, where L is lower triangular and U is upper triangular. The implementation described in this article focuses on the case of sparse symmetric matrices. It contains an interface that is compatible with the distributed memory parallel sparse direct factorization SuperLU-DIST. Yet, the underlying data structure and design of PSelInv allows it to be easily combined with other factorization routines, such as PARDISO. We discuss general parallelization strategies such as data and task distribution schemes. Specifically, we describe how to exploit the concurrency exposed by the elimination tree associated with the LU factorization of A. We demonstrate the efficiency and accuracy of PSelInv by presenting several numerical experiments. In particular, we show that PSelInv can run efficiently on more than 4,000 cores for a modestly sized matrix. We also show how PSelInv can be used to accelerate large-scale electronic structure calculations.