I was experimenting with out-of-core linear solvers and found that most of my time was spent in computations of the form
A is a sparse matrix, and
x is many column vectors.
It seems a straightforward way to parallelize is over the columns of x. I would think UMFpack should have an option for this, but in Julia the result seems to be single threaded.
I see the following issue on GitHub:
but it’s over a year old.
Is there a workaround to get this to parallelize over the columns of x?