Sparse Direct Solver Comparison — Factorization and Cached Re-solve

Which sparse direct solver should you use? This benchmark compares every sparse LU backend LinearSolve.jl ships — including the new pure-Julia SupernodalLUFactorization (Schenk–Gärtner supernodal LU) — on finite-difference matrices in 1, 2, and 3 space dimensions, across sizes from 10 to ~40,000 unknowns.

Two costs are reported separately, because real workloads pay them differently:

  • First solveinit + numeric factorization + triangular solve. What you pay the first time, or every time if you throw the factorization away.
  • Cached re-solve — a new right-hand side through the existing factorization via solve! on the cache. This is the cost that dominates ODE/nonlinear workflows, and the reason LinearSolve's init/solve! API exists.

The Default line runs LinearProblem with no algorithm specified — it shows what LinearSolve's automatic selection actually picks for these matrices, so you can judge whether hand-picking is worth it.

CI budget note: the size sweep is bounded by kmax below (~40k unknowns max per dimension). Expected wall time is well under two hours on the benchmark runner; if sizes are raised, raise the folder timeout to match.

using BenchmarkTools, Random
using LinearAlgebra, SparseArrays, LinearSolve, Sparspak
# PureUMFPACK backs PureUMFPACKFactorization via LinearSolvePureUMFPACKExt.
# Use `import` (not `using`): PureUMFPACK ≤0.1 exports `solve`, which collides
# with LinearSolve/CommonSolve. PureKLU / SupernodalLU need no extra load.
import PureUMFPACK
import Pardiso
import ParU_jll
using Plots

BenchmarkTools.DEFAULT_PARAMETERS.seconds = 0.5
BenchmarkTools.DEFAULT_PARAMETERS.samples = 10

# Sparse matrix generation on an n-dimensional rectangular grid. After
# https://discourse.julialang.org/t/seven-lines-of-julia-examples-sought/50416/135
# by A. Braunstein (same generator as SparsePDE.jmd).

A ⊕ B = kron(I(size(B, 1)), A) + kron(B, I(size(A, 1)))

function lattice(n; Tv = Float64)
    d = fill(2 * one(Tv), n)
    d[1] = one(Tv)
    d[end] = one(Tv)
    spdiagm(1 => -ones(Tv, n - 1), 0 => d, -1 => -ones(Tv, n - 1))
end

lattice(L...; Tv = Float64) = lattice(L[1]; Tv) ⊕ lattice(L[2:end]...; Tv)

#
# Matrix like a finite difference discretization of ``-Δu + δu`` in a
# `dim`-dimensional unit cube with approximately N unknowns; strictly diagonally
# dominant, so every method here should succeed — and we verify that they do.
#
function fdmatrix(N; dim = 2, Tv = Float64, δ = 1.0e-2)
    n = N^(1 / dim) |> ceil |> Int
    lattice([n for i in 1:dim]...; Tv) + Tv(δ) * I
end

# `nothing` = LinearSolve's automatic default selection.
algs = [
    ("UMFPACK", UMFPACKFactorization()),
    ("KLU", KLUFactorization()),
    ("Pardiso", MKLPardisoFactorize()),
    ("Sparspak", SparspakFactorization()),
    ("PureKLU", PureKLUFactorization()),
    ("PureUMFPACK", PureUMFPACKFactorization()),
    # ParU is EXCLUDED from this sweep. Its METIS-based analysis routes every
    # allocation through Julia's counted-malloc path, and across many
    # factorizations this ratchets the GC's allocation accounting upward
    # irreversibly (GC.gc(true) does not reset it). Once tripped, EVERY
    # allocation-heavy code path in the process crawls — a later sweep wedged
    # inside SupernodalLU's symbolic analysis purely as collateral. Sub-second
    # solves become hours. See the LinearSolve.jl issue for the reproducer.
    ("SupernodalLU", SupernodalLUFactorization()),
    ("SupernodalLU (threaded)", SupernodalLUFactorization(threaded = true)),
    ("Default", nothing),
]
algnames = first.(algs)
cols = [:red, :blue, :green, :magenta, :gold, :brown, :turquoise, :orange, :black]
9-element Vector{Symbol}:
 :red
 :blue
 :green
 :magenta
 :gold
 :brown
 :turquoise
 :orange
 :black

Methodology

For each matrix and algorithm we measure:

  1. t_first: init + solve! from scratch, fresh per sample. Includes symbolic analysis, numeric factorization, and one triangular solve.
  2. t_resolve: solve! on the already-factorized cache. LinearSolve only refactors when the matrix changes, so this isolates the backsolve.

Every timed configuration is first checked for correctness (relative residual < 1e-8); a failing method is recorded as NaN and reported, never silently plotted. A fast wrong answer must not appear in these curves.

function bench_alg(A, b, alg)
    prob = LinearProblem(A, b)
    mk() = alg === nothing ? init(prob) : init(prob, alg)

    # Correctness gate before any timing.
    cache = mk()
    sol = solve!(cache)
    res = norm(A * sol.u - b) / norm(b)
    if !(res < 1e-8)
        @warn "correctness gate failed — omitting from plot" alg res
        return (first = NaN, resolve = NaN)
    end

    t_first = @belapsed solve!(c) setup=(c = $mk()) evals=1
    # `cache` is factorized above; repeated solve! reuses the factorization.
    t_resolve = @belapsed solve!($cache)

    return (first = t_first, resolve = t_resolve)
end

# kmax=12 gives ≈ 40_000 unknowns max — the historical bound this folder's sweeps
# have used (SparsePDE.jmd), chosen so 3-D KLU stays tractable.
function sweep(dim; kmax = 12)
    ns = [10 * 2^k for k in 0:kmax]
    tfirst = fill(NaN, length(ns), length(algs))
    tresolve = fill(NaN, length(ns), length(algs))
    sizes = zeros(Int, length(ns))
    for (i, N) in enumerate(ns)
        rng = MersenneTwister(123)
        A = fdmatrix(N; dim)
        n = size(A, 1)
        sizes[i] = n
        b = rand(rng, n)
        @info "dim=$dim: $n × $n, nnz=$(nnz(A))"
        for (j, (name, alg)) in enumerate(algs)
            try
                r = bench_alg(A, b, alg)
                tfirst[i, j] = r.first
                tresolve[i, j] = r.resolve
            catch e
                @warn "$(name) failed at n=$(n)" exception=(e,)
            end
        end
    end
    return (; sizes, tfirst, tresolve)
end

function plot_sweep(sizes, times, dim, phase)
    p = plot(;
        ylabel = "Time / s", xlabel = "N",
        yscale = :log10, xscale = :log10,
        title = "$(phase), $(dim)D FD matrix",
        legend = :outertopright)
    for j in 1:length(algs)
        mask = .!isnan.(times[:, j])
        any(mask) && plot!(p, sizes[mask], times[mask, j];
            linecolor = cols[j], marker = :circle, markersize = 2,
            label = algnames[j])
    end
    p
end
plot_sweep (generic function with 1 method)

1D

r1 = sweep(1)
plot_sweep(r1.sizes, r1.tfirst, 1, "Factor + first solve")

plot_sweep(r1.sizes, r1.tresolve, 1, "Cached re-solve")

2D

r2 = sweep(2)
plot_sweep(r2.sizes, r2.tfirst, 2, "Factor + first solve")

plot_sweep(r2.sizes, r2.tresolve, 2, "Cached re-solve")

3D

r3 = sweep(3)
plot_sweep(r3.sizes, r3.tfirst, 3, "Factor + first solve")

plot_sweep(r3.sizes, r3.tresolve, 3, "Cached re-solve")

Reading the result

using Printf
# Winner-per-regime table: for each dimension, which algorithm is fastest at the
# largest size, for each phase. A concrete recommendation, not just curves.
println("dim | phase           | fastest at N=max | time (s)")
println("----+-----------------+------------------+---------")
for (dim, r) in ((1, r1), (2, r2), (3, r3))
    for (phase, times) in (("first solve", r.tfirst), ("cached re-solve", r.tresolve))
        row = times[end, :]
        valid = findall(!isnan, row)
        isempty(valid) && continue
        j = valid[argmin(row[valid])]
        @printf("%3d | %-15s | %-16s | %.3g\n", dim, phase, algnames[j], row[j])
    end
end
dim | phase           | fastest at N=max | time (s)
----+-----------------+------------------+---------
  1 | first solve     | PureKLU          | 0.007
  1 | cached re-solve | PureKLU          | 0.000748
  2 | first solve     | Sparspak         | 0.134
  2 | cached re-solve | Pardiso          | 0.00428
  3 | first solve     | Pardiso          | 0.357
  3 | cached re-solve | Pardiso          | 0.0124

Two things to look for, beyond the raw winner:

  • Does the Default line track the best hand-picked method? LinearSolve routes structured-sparse LU problems automatically; if the black line hugs the winner, the automatic choice is doing its job and most users never need to pick by hand.
  • First solve vs re-solve can have different winners. A method with expensive analysis but fast backsolves wins workloads that re-solve many times (ODE Jacobians, Newton iterations); a method with cheap factorization wins one-shot solves. This is why the two phases are plotted separately.

What this document does not show: fill-in (factor nnz), peak memory, and non-grid sparsity structures (see the SuiteSparse benchmark in this folder for structure variety). ParU is omitted from this sweep entirely: repeated ParU factorizations within one process ratchet Julia's GC allocation accounting upward irreversibly (its METIS ordering routes every allocation through the counted-malloc path, and GC.gc(true) does not reset the pressure). Once tripped, every allocation-heavy code path in the process slows to a crawl — one sweep run wedged inside a different solver's symbolic analysis purely as collateral damage. Standalone ParU solves are unaffected, and a capped variant (N ≤ 10,240) still poisoned the process for later sizes, so exclusion is the only honest option until the upstream issue is resolved. Found by this benchmark's own runs and reported upstream rather than silently plotted. Matrices here are diagonally dominant FD discretizations — well-conditioned, no pivoting stress; conclusions transfer to problems of similar structure, not to arbitrary sparse matrices.

Appendix

Appendix

These benchmarks are a part of the SciMLBenchmarks.jl repository, found at: https://github.com/SciML/SciMLBenchmarks.jl. For more information on high-performance scientific machine learning, check out the SciML Open Source Software Organization https://sciml.ai.

To locally run this benchmark, do the following commands:

using SciMLBenchmarks
SciMLBenchmarks.weave_file("benchmarks/LinearSolve","SparseDirect.jmd")

Computer Information:

Julia Version 1.12.7
Commit 6d172b025e4 (2026-08-15 08:05 UTC)
Build Info:
  Official https://julialang.org release
Platform Info:
  OS: Linux (x86_64-linux-gnu)
  CPU: 128 × AMD EPYC 7502 32-Core Processor
  WORD_SIZE: 64
  LLVM: libLLVM-18.1.7 (ORCJIT, znver2)
  GC: Built with stock GC
Threads: 128 default, 1 interactive, 128 GC (on 128 virtual cores)
Environment:
  JULIA_NUM_THREADS = auto

Package Information:

Status `/julia/github-runners/amdci1-1/_work/SciMLBenchmarks.jl/SciMLBenchmarks.jl/benchmarks/LinearSolve/Project.toml`
  [6e4b80f9] BenchmarkTools v1.8.0
  [29a986be] FastLapackInterface v2.1.1
⌃ [7ed4a6bd] LinearSolve v5.5.0
  [b51810bb] MatrixDepot v1.1.0
  [46dd5b70] Pardiso v1.1.2
⌃ [91a5bcdd] Plots v1.41.6
⌃ [b7e1f0a2] PureUMFPACK v0.1.4
⌃ [f2c3362d] RecursiveFactorization v0.2.26
⌃ [31c91b34] SciMLBenchmarks v0.1.3 [loaded: v0.1.5]
  [e56a9233] Sparspak v0.3.15
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  [3d5dd08c] VectorizationBase v0.21.74
  [856f044c] MKL_jll v2025.2.0+0
⌃ [9e0b026c] ParU_jll v1.0.0+0
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  [44cfe95a] Pkg v1.12.1
  [9a3f8284] Random v1.11.0
  [2f01184e] SparseArrays v1.12.0
Info Packages marked with ⌃ have new versions available and may be upgradable.

And the full manifest:

Status `/julia/github-runners/amdci1-1/_work/SciMLBenchmarks.jl/SciMLBenchmarks.jl/benchmarks/LinearSolve/Manifest.toml`
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  [ce943373] Qt6ShaderTools_jll v6.10.2+1
  [6de9746b] Qt6Svg_jll v6.10.2+0
  [e99dba38] Qt6Wayland_jll v6.10.2+1
  [a44049a8] Vulkan_Loader_jll v1.3.243+0
  [a2964d1f] Wayland_jll v1.24.0+0
⌅ [02c8fc9c] XML2_jll v2.13.9+0
  [ffd25f8a] XZ_jll v5.8.3+0
  [f67eecfb] Xorg_libICE_jll v1.1.2+0
  [c834827a] Xorg_libSM_jll v1.2.6+0
  [4f6342f7] Xorg_libX11_jll v1.8.13+0
  [0c0b7dd1] Xorg_libXau_jll v1.0.13+0
  [935fb764] Xorg_libXcursor_jll v1.2.4+0
  [a3789734] Xorg_libXdmcp_jll v1.1.6+0
  [1082639a] Xorg_libXext_jll v1.3.8+0
  [d091e8ba] Xorg_libXfixes_jll v6.0.2+0
⌃ [a51aa0fd] Xorg_libXi_jll v1.8.3+0
  [d1454406] Xorg_libXinerama_jll v1.1.7+0
  [ec84b674] Xorg_libXrandr_jll v1.5.6+0
  [ea2f1a96] Xorg_libXrender_jll v0.9.12+0
  [a65dc6b1] Xorg_libpciaccess_jll v0.19.0+0
  [c7cfdc94] Xorg_libxcb_jll v1.17.1+0
  [cc61e674] Xorg_libxkbfile_jll v1.2.0+0
  [e920d4aa] Xorg_xcb_util_cursor_jll v0.1.6+0
  [12413925] Xorg_xcb_util_image_jll v0.4.1+0
  [2def613f] Xorg_xcb_util_jll v0.4.1+0
  [975044d2] Xorg_xcb_util_keysyms_jll v0.4.1+0
  [0d47668e] Xorg_xcb_util_renderutil_jll v0.3.10+0
  [c22f9ab0] Xorg_xcb_util_wm_jll v0.4.2+0
  [35661453] Xorg_xkbcomp_jll v1.4.7+0
  [33bec58e] Xorg_xkeyboard_config_jll v2.47.0+2
  [c5fb5394] Xorg_xtrans_jll v1.6.0+0
  [8f1865be] ZeroMQ_jll v4.3.6+0
  [3161d3a3] Zstd_jll v1.5.7+1
⌅ [2b3700d1] aws_c_auth_jll v0.9.6+0
  [70f11efc] aws_c_cal_jll v0.9.13+0
  [73048d1d] aws_c_common_jll v0.12.6+0
  [73a04cd5] aws_c_compression_jll v0.3.2+0
  [3254fc65] aws_c_http_jll v0.10.13+0
  [13c41daa] aws_c_io_jll v0.26.3+0
⌅ [bd1f34fb] aws_c_s3_jll v0.11.5+0
  [1282aa60] aws_c_sdkutils_jll v0.2.4+1
  [b2a88e68] aws_checksums_jll v0.2.10+0
  [c4b69c83] dlfcn_win32_jll v1.4.2+0
  [35ca27e7] eudev_jll v3.2.14+0
⌅ [214eeab7] fzf_jll v0.61.1+0
  [477f73a3] libaec_jll v1.1.7+0
⌃ [a4ae2306] libaom_jll v3.13.3+0
  [0ac62f75] libass_jll v0.17.4+0
  [1183f4f0] libdecor_jll v0.2.2+0
  [8e53e030] libdrm_jll v2.4.134+0
  [2db6ffa8] libevdev_jll v1.13.4+0
  [f638f0a6] libfdk_aac_jll v2.0.4+0
  [36db933b] libinput_jll v1.28.1+0
  [b53b4c65] libpng_jll v1.6.58+0
  [a9144af2] libsodium_jll v1.0.21+0
  [9a156e7d] libva_jll v2.23.0+0
  [f27f6e37] libvorbis_jll v1.3.8+0
⌅ [9aeb927a] mpif_jll v0.1.7+0
  [009596ad] mtdev_jll v1.1.7+0
  [1317d2d5] oneTBB_jll v2022.3.0+0
  [cddc5d3d] s2n_tls_jll v1.7.3+0
⌅ [1270edf5] x264_jll v10164.0.1+0
  [dfaa095f] x265_jll v4.1.0+0
  [d8fb68d0] xkbcommon_jll v1.13.0+0
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [f43a241f] Downloads v1.7.0
  [7b1f6079] FileWatching v1.11.0
  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [ac6e5ff7] JuliaSyntaxHighlighting v1.12.0
  [4af54fe1] LazyArtifacts v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.12.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.3.0
  [44cfe95a] Pkg v1.12.1
  [de0858da] Printf v1.11.0
  [9abbd945] Profile v1.11.0
  [3fa0cd96] REPL v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.12.0
  [f489334b] StyledStrings v1.11.0
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test v1.11.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.3.0+1
  [deac9b47] LibCURL_jll v8.15.0+0
  [e37daf67] LibGit2_jll v1.9.0+0
  [29816b5a] LibSSH2_jll v1.11.3+1
  [14a3606d] MozillaCACerts_jll v2025.11.4
  [4536629a] OpenBLAS_jll v0.3.29+0
  [05823500] OpenLibm_jll v0.8.7+0
  [458c3c95] OpenSSL_jll v3.5.4+0
  [efcefdf7] PCRE2_jll v10.44.0+1
  [bea87d4a] SuiteSparse_jll v7.8.3+2
  [83775a58] Zlib_jll v1.3.1+2
  [8e850b90] libblastrampoline_jll v5.15.0+0
  [8e850ede] nghttp2_jll v1.64.0+1
  [3f19e933] p7zip_jll v17.7.0+0
Info Packages marked with ⌃ and ⌅ have new versions available. Those with ⌃ may be upgradable, but those with ⌅ are restricted by compatibility constraints from upgrading. To see why use `status --outdated -m`