FAST MATLAB COMPATIBLE SPARSE ASSEMBLY ON MULTICORE COMPUTERS

Abstract. We develop and implement in this paper a fast sparse assembly algorithm, the fundamental operation which creates a compressed matrix from raw index data. Since it is often a quite demanding and sometimes critical op-eration, it is of interest to design a highly efficient implementation. We show how to do this, and moreover, we show how our implementation can be paral-lelized to utilize the power of modern multicore computers. Our freely available code, fully Matlab compatible, achieves about a factor of 5 × in speedup on a typical 6-core machine and 10 × on a dual-socket 16 core machine compared to the built-in serial implementation. 1