Treffer: A fully portable high performance minimal storage hybrid format Cholesky Algorithm
Title:
A fully portable high performance minimal storage hybrid format Cholesky Algorithm
Source:
ACM transactions on mathematical software. 31(2):201-227
Publisher Information:
New York, NY: Association for Computing Machinery, 2005.
Publication Year:
2005
Physical Description:
print, 21 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Mathematics, Mathématiques, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Algèbre linéaire numérique, Numerical linear algebra, Sciences appliquees, Applied sciences, Informatique; automatique theorique; systemes, Computer science; control theory; systems, Logiciel, Software, Génie logiciel, Software engineering, Algorithme récursif, Recursive algorithm, Algoritmo recursivo, Algèbre linéaire, Linear algebra, Algebra lineal, Analyse numérique, Numerical analysis, Análisis numérico, Factorisation Cholesky, Cholesky factorization, Factorisación Cholesky, Matrice définie positive, Positive definite matrix, Matriz definida positiva, Matrice hermitienne, Hermitian matrix, Matriz hermitiana, Structure donnée, Data structure, Estructura datos, Système équation, Equation system, Sistema ecuación, Logiciel mathématique, BLAS, Cholesky factorization and solution, complex Hermitian matrices, linear systems of equations, novel packed- matrix data structures, positive-definite matrices, real symmetric matrices, recursive algorithms
Document Type:
Fachzeitschrift
Article
File Description:
text
Language:
English
Author Affiliations:
Danish Meteoroloaical Institute, Denmark
IBM T.J. Watson Research Center, United States
Atlas Centre, Rutherford Appleton Laboratory, United Kingdom
Technical University of Denmark, Denmark
IBM T.J. Watson Research Center, United States
Atlas Centre, Rutherford Appleton Laboratory, United Kingdom
Technical University of Denmark, Denmark
ISSN:
0098-3500
Rights:
Copyright 2005 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Computer science; theoretical automation; systems
Mathematics
Mathematics
Accession Number:
edscal.16948094
Database:
PASCAL Archive
Weitere Informationen
We consider the efficient implementation of the Cholesky solution of symmetric positive-definite dense linear systems of equations using packed storage. We take the same starting point as that of LINPACK and LAPACK, with the upper (or lower) triangular part of the matrix stored by columns. Following LINPACK and LAPACK, we overwrite the given matrix by its Cholesky factor. We consider the use of a hybrid format in which blocks of the matrices are held contiguously and compare this to the present LAPACK code. Code based on this format has the storage advantages of the present code but substantially outperforms it. Furthermore, it compares favorably to using conventional full format (LAPACK) and using the recursive format of Andersen et al.