Rectangular full packed format for Cholesky's algorithm: factorization, solution, and inversion

DOI10.1145/1731022.1731028zbMATH Open1364.65069OpenAlexW2057670757WikidataQ113310494 ScholiaQ113310494MaRDI QIDQ2989101FDOQ2989101

Authors: Fred G. Gustavson, J. Waśniewski, Julien Langou, Jack Dongarra 

Publication date: 19 May 2017

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

Full work available at URL: https://doi.org/10.1145/1731022.1731028

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zbMATH Keywords

BLASpositive definite matricescomplex Hermitian matricesrecursive algorithmslinear algebra librariesLAPACKreal symmetric matricesCholesky factorization and solutionnovel packed matrix data structuresRectangular Full Packed Format

Mathematics Subject Classification ID

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

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• An efficient LDU algorithm for the minimal least squares solution of linear systems
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• A fully portable high performance minimal storage hybrid format Cholesky algorithm
• Level-3 Cholesky factorization routines improve performance of many Cholesky algorithms
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• A recursive packed algorithm for Cholesky factorization of tridiagonal and pentadiagonal matrix

Uses Software

• LAPACK
• LAPACK95
• BLAS
• LINPACK
• Algorithm 679
• Algorithm 865

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