Sparse Cholesky Elimination Tree

·Hacker News··

Here I derive the elimination tree for the (right-looking) sparse Cholesky algorithm for computing A = LL^T for lower triangular L and sparse matrices A. This tree forms the foundation for most sparse factorization software, even when the underlying assumptions of Cholesky (symmetric and definite) do not apply. Ultimately this tree tells us two things: 1. where nonzeros appear in the matrix L even if not present in the original A (i.e. “fill-in”) and 2. the task dependency graph of our resulting

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