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

DOI10.1145/1731022.1731028MaRDI QIDQ2989101zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

BLASCholesky factorization and solutioncomplex Hermitian matricesLAPACKlinear algebra librariesnovel packed matrix data structurespositive definite matricesreal symmetric matricesRectangular Full Packed Formatrecursive algorithms

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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Cited in

(7)

• scientific article; zbMATH DE number 1617984 (Why is no real title available?)
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• scientific article; zbMATH DE number 2086815 (Why is no real title available?)
• A recursive formulation of Cholesky factorization of a matrix in packed storage
• A fully portable high performance minimal storage hybrid format Cholesky algorithm
• A recursive packed algorithm for Cholesky factorization of tridiagonal and pentadiagonal matrix
• An efficient LDU algorithm for the minimal least squares solution of linear systems

Describes a project that uses

Uses Software

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

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