A Left-Looking Selected Inversion Algorithm and Task Parallelism on Shared Memory Systems
Mathias Jacquelin, Lin Lin, Weile Jia, Yonghua Zhao, Chao Yang · 2018
Given a sparse matrix A, the selected inversion algorithm is an efficient method for computing certain selected elements of A-1. These selected elements correspond to all or some nonzero elements of the LU factors of A. In many ways, the types of matrix updates performed in the selected inversion algorithm are similar to those performed in the LU factorization, although the sequence of operations is different.