A recursive Formulation of the Inversion of symmetric positive defite matrices in packed storage data format | Bjarne S. Andersen, John A. Gunnels, Fred Gustavson, Jerzy Wasniewski
| | Abstract | A new Recursive Packed Inverse Calculation Algorithm for symmetric
positive definite matrices has been developed. The new Recursive
Inverse Calculation algorithm uses minimal storage, $n(n+1)/2$, and
has nearly the same performance as the LAPACK full storage algorithm
using $n^2$ memory words. New recursive packed BLAS needed for this
algorithm have been developed too. Two transformation routines, from
the LAPACK packed storage data format to the recursive storage data
format were added to the package too. | | Keywords | real symmetric matrices, complex Hermitian matrices,
positive definite matrices, Cholesky factorization and solution, recursive
algorithms, novel packed matrix data structures | | Type | Conference paper [With referee] | | Conference | PARA'02, Applied Parallel Computing, Espoo, Finland | | Editors | Juha Fagerholm, Juha Haataja, Jari Jarvinen, Mikko Lyly, Peter Raback, and Ville Savolainen | | Year | 2002 Month June Vol. 2367 pp. 287 - 296 | | Publisher | Springer - Verlag | | Address | Heidelberg | | Series | Springer series Lecture Notes in Computer Science (LNCS) | | ISBN / ISSN | 3-540-43786-X | | BibTeX data | [bibtex] | | IMM Group(s) | Scientific Computing |
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