An efficient implementation of the supernodal multifrontal method

In this paper, some efficient implementation techniques for the multifrontal method, which can be used to compute the Cholesky factor of a symmetric positive definite matrix, are presented. In order to use the cache effect in the cache-based computer architecture, a hybrid method for factorizing a frontal matrix is considered. This hybrid method uses the column Cholesky method and the submatrix Cholesky method alternatively. Experiments show that the hybrid method speeds up the performance of the supernodal multifrontal method by 5–10%, and it is superior to the Cholesky method in some problems with dense columns or large frontal matrices.