Title
On Optimal Reorderings of Sparse Matrices for Parallel Cholesky Factorizations
Abstract
The height of the elimination tree has long acted as the only criterion for deriving a suitable fill-preserving sparse matrix ordering for parallel factorization. Although the deficiency in adopting height as the criterion for all circumstances was well recognized, no research has succeeded in alleviating this constraint. In this paper, we extend the unit-cost fill-preserving ordering into a generalized class that can adopt various aspects in parallel factorization, such as computation, communication, and algorithmic diversity. We recognize and show that if any cost function satisfies two mandatory properties, called the independence and conservation properties, a greedy ordering scheme then generates an optimal ordering with minimum completion cost. We also present an efficient implementation of the proposed ordering algorithm. Incorporating various techniques, the complexity can be improved from O(n log n+e) to O(q log q+$\kappa$), where n denotes the number of nodes, e the number of edges, q the number of maximal cliques, and $\kappa$ the sum of all maximal clique sizes in the filled graph. Empirical results show that the proposed algorithm can significantly reduce the parallel factorization cost without sacrificing much in terms of time efficiency.
Year
DOI
Venue
2005
10.1137/S0895479803386354
SIAM J. Matrix Analysis Applications
Keywords
Field
DocType
cholesky factorization,sparse matrices,sparse matrix
Combinatorics,Mathematical optimization,Clique,Parallel algorithm,Factorization,Time complexity,Numerical linear algebra,Sparse matrix,Mathematics,Computation,Cholesky decomposition
Journal
Volume
Issue
ISSN
27
1
0895-4798
Citations 
PageRank 
References 
0
0.34
17
Authors
2
Name
Order
Citations
PageRank
Wen-Yang Lin139935.72
chuenliang chen211.03