HIGH-PERFORMANCE SPARSE TRIANGULAR SOLVE ON GRAPHICS PROCESSING UNITS

A method includes storing a sparse triangular matrix as a compressed sparse row (CSR) dataset. For each factor of a plurality of factors in a first vector, a value of the factor is calculated by identifying for the factor a set of one or more antecedent factors in the first vector, where the value of the factor is dependent on each of the one or more antecedent factors. In response to a completion array indicating that all of the one or more antecedent factor values are solved, the value of the factor is calculated based on one or more elements in a row of the matrix and a product value corresponding to the row. In the completion array, a first completion flag for the factor is asserted, indicating that the factor is solved.