D. Keyes

Dense Matrices Are Alike; Sparse Matrices Are Sparse in Their Own Way: A Structure-Adaptive Tile Cholesky Factorization

Sparse direct Cholesky solvers fix one data structure for an entire matrix, but symmetric positive definite systems range from nearly dense to irregular, sometimes mixing both within one matrix. We let the data structure follow the sparsity structure, across matrices and across tiles within a matrix. Before numerical w...