@Article{Davis:2008:DSS, author = "Timothy A. Davis and William W. Hager", title = "Dynamic Supernodes in Sparse {Cholesky} Update/downdate and Triangular Solves", journal = "{ACM} Transactions on Mathematical Software", volume = "35", number = "4", month = feb, year = 2009, pages = "27:1--27:23", URL = "http://doi.acm.org/10.1145/1462173.1462176", accepted = "2 May 2008", abstract = " The supernodal method for sparse Cholesky factorization represents the factor $L$ as a set of supernodes, each consisting of a contiguous set of columns of $L$ with identical nonzero pattern. A conventional supernode is stored as a dense submatrix. While this is suitable for sparse Cholesky factorization where the nonzero pattern of $L$ does not change, it is not suitable for methods that modify a sparse Cholesky factorization after a low-rank change to $A$ (an update/downdate, $\overline{A} = A \pm WW^T$). Supernodes merge and split apart during an update/downdate. Dynamic supernodes are introduced, which allow a sparse Cholesky update/downdate to obtain performance competitive with conventional supernodal methods. A dynamic supernodal solver is shown to exceed the performance of the conventional (BLAS-based) supernodal method for solving triangular systems. These methods are incorporated into CHOLMOD, a sparse Cholesky factorization and update/downdate package, which forms the basis of \verb'x=A\b' in MATLAB when \verb'A' is sparse and symmetric positive definite.", }