Level-3 Cholesky Factorization Routines Improve Performance of Many Cholesky Algorithms

DOI10.1145/2427023.2427026zbMath1295.65136OpenAlexW1983616264WikidataQ61736211 ScholiaQ61736211MaRDI QIDQ3189665

Jerzy Wasniewski, José R. Herrero, Fred G. Gustavson, Julien Langou, Jack J. Dongarra

Publication date: 12 September 2014

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2427023.2427026

zbMATH Keywords

positive definite matricesreal symmetric matricesBLAScomplex Hermitian matricesLAPACKcache blockingCholesky factorization and solutioninplace transpositionnovel blocked packed matrix data structures

Mathematics Subject Classification ID

Parallel numerical computation (65Y05) Data structures (68P05) Direct numerical methods for linear systems and matrix inversion (65F05) Packaged methods for numerical algorithms (65Y15)

Uses Software

• LAPACK
• ScaLAPACK
• BLAS
• DPOTF3
• Algorithm 679