A Fully Portable High Performance Minimal Storage Hybrid
Format Cholesky Algorith | Bjarne S. Andersen, John A. Gunnels, Fred G. Gustavson, Jerzy Wasniewski
| | Abstract | We consider the efficient implementation of the Cholesky solution of
symmetric positive-definite dense linear systems of equations using
packed storage. We take the same starting point as that of LINPACK and
LAPACK, with the upper (or lower) triangular part of the matrix being
stored by columns. Following LINPACK and LAPACK, we overwrite the given
matrix by its Cholesky factor. We consider the use of a hybrid format
in which blocks of the matrices are held contiguously and compare this
to the present LAPACK code. Code based on this format has the storage
advantages of the present code, but substantially outperforms it.
Furthermore, it compares favourably to using conventional full format
(LAPACK) and using the recursive format of Andersen, Gustavson, and
Wa{\'{s}}niewski. | | Type | Journal paper [With referee] | | Journal | Transaction of Mathematical Software of ACM - TOMS | | Year | 2005 Vol. 31 No. 2 pp. 201-227 | | BibTeX data | [bibtex] | | IMM Group(s) | Scientific Computing |
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