@ARTICLE\{IMM2005-03612, author = "B. S. Andersen and J. A. Gunnels and F. G. Gustavson and J. Wasniewski", title = "A Fully Portable High Performance Minimal Storage Hybrid Format Cholesky Algorith", year = "2005", pages = "201-227", journal = "Transaction of Mathematical Software of {ACM} - {TOMS}", volume = "31", editor = "", number = "2", publisher = "", url = "http://www2.compute.dtu.dk/pubdb/pubs/3612-full.html", 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\{\$\backslash\$'\{s\}\}niewski." }