@ARTICLE\{IMM2007-04324,
    author       = "F. G. Gustavson and J. K. Reid and J. Wasniewski",
    title        = "Algorithm 865: Fortran 95 subroutines for Cholesky factorization in block hybrid format",
    year         = "2007",
    month        = "mar",
    keywords     = "Cholesky algorithm, Fortran95 subroutines, Solution of linear system of equetions",
    pages        = "1-5",
    journal      = "{ACM} Transactions on Mathematical Software",
    volume       = "33",
    editor       = "",
    number       = "1",
    publisher    = "\{ACM\} Transactions on Mathematical Software",
    url          = "http://math.nist.gov/toms/cgi-bin/TOMSbibget?Gustavson:2007:AFS",
    abstract     = "We present subroutines for the Cholesky factorization of a positive-definite  symmetric matrix and for solving corresponding sets of linear equations. They 
exploit cache memory by using the block hybrid format proposed by the authors in a companion paper. The matrix is packed into \$n(n+1)/2\$ real variables, and the speed is usually better than that of the {LAPACK} algorithm that uses full storage (\$n\^2\$ variables). Included are subroutines for rearranging a matrix whose upper or lower triangular part is packed by columns to this format and for the inverse rearrangement. Also included is a kernel subroutine that is used for the Cholesky factorization of the diagonal blocks since as is suitable for any positive-definite symmetric matrix that is small enough to be held in cache. We provide a comprehensive test program and simple example programs."
}