Libraries for parallel distributed cholesky decomposition in c/c++ in mpi environment?

Question

What libraries are available for parallel distributed cholesky decomposition of dense matrices in C/C++ in mpi environment?

I've found the ScaLAPACK library, and this might be the solution I'm looking for. It seems that it's a bit fiddly to call though, lots of Fortran <-> C conversions to do, which makes me think that maybe it is not widely used, and therefore maybe there are some other libraries that are used instead?

Alternatively, are there some wrappers for ScaLAPACK that make it relatively not too painful to use in a C or C++ environment, when one is already using MPI, and MPI has already been initialized in the program?

Answer 1

Are these dense or sparse matrices?

Trilinos is a huge library for parallel scientific computation. The sub-package Amesos can link to Scalapack for parallel, direct solution of dense systems and to UMFPACK, SuperLU or MUMPS for sparse systems. Trilinos is mostly in C++, but there are Python bindings if that's your taste. It might be overkill, but it'll get the job done.

Answer 2

Intel MKL might also be a choice, since it calls ScaLAPACK on the inside. Note that Intel supports student use of this library, but in this case you have to use an open source MPI version. Also the Intel forum is very helpful.

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Elemental is also an option, written in C++, which is surely a big advantage when you want to integrate with your C/C++ application and the project leader, Jack Poulson is a very friendly and helps a lot.

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OpenBLAS, SuperLU and PETSc are also interesting and you may want to read more in my answer.