A Feature-complete SPIKE Dense Banded Solver

Abstract

This article presents a parallel, effective, and feature-complete recursive SPIKE algorithm that achieves near feature-parity with the standard linear algebra package banded linear system solver. First, we present a flexible parallel implementation of the recursive SPIKE scheme that aims at removing its original limitation that the number of cores/processors be restricted to powers of two. A new transpose solve option for SPIKE is then developed to satisfy a standard requirement of most numerical solver libraries. Finally, a pivoting recursive SPIKE strategy is presented as an alternative to the non-pivoting scheme to improve numerical stability. All these new enhancements lead to the release of a new black-box feature-complete SPIKE-OpenMP package that significantly improves upon the performance and scalability obtained with other state-of-the-art banded solvers.