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

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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Cited in

(7)

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

Describes a project that uses

Uses Software

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

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