Experimental Study on Supernodal Column Choleksy Factorization in Interior-Point Methods

내부점방법을 위한 초마디 열촐레스키 분해의 실험적 고찰

The computational speed of interior point method depends on the speed of Cholesky factorization. The supernodal column Cholesky factorization is a fast method that performs Cholesky factorization of sparse matrices with exploiting computer's characteristics. Three steps are necessary to perform the supernodal column Cholesky factorization : symbolic factorization, creation of the elimination tree, ordering by a post-order of the elimination tree and creation of supernodes. We study performing sequences of these three steps and efficient implementation of them.