Parallel Cholesky factorization on a shared-memory multiprocessor

AbstractA parallel algorithm is developed for Cholesky factorization on a shared-memory multiprocessor. The algorithm is based on self-scheduling of a pool of tasks. The subtasks in several variants of the basic elimination algorithm are analyzed for potential concurrency in terms of precedence relations, work profiles, and processor utilization. This analysis is supported by simulation results. The most promising variant, which we call column-Cholesky, is identified and implemented for the Denelcor HEP multiprocessor. Experimental results are given for this machine