A recursive Formulation of the Inversion of symmetric positive defite matrices in packed storage data format

Bjarne Stig Andersen; John A. Gunnels; Fred Gustavson; Jerzy Wasniewski; Juha Fagerholm et al.

A recursive Formulation of the Inversion of symmetric positive defite matrices in packed storage data format

Bjarne Stig Andersen, John A. Gunnels, Fred Gustavson, Jerzy Wasniewski, Juha Fagerholm et al. (Editor)

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Abstract

A new Recursive Packed Inverse Calculation Algorithm for symmetric positive definite matrices has been developed. The new Recursive Inverse Calculation algorithm uses minimal storage, \$n(n+1)/2\$, and has nearly the same performance as the LAPACK full storage algorithm using \$n\^2\$ memory words. New recursive packed BLAS needed for this algorithm have been developed too. Two transformation routines, from the LAPACK packed storage data format to the recursive storage data format were added to the package too.

Original language	English
Title of host publication	PARA'02, Applied Parallel Computing, Espoo, Finland
Publisher	Springer
Publication date	2002
Publication status	Published - 2002
Event	PARA'02, Applied Parallel Computing, Espoo - Finland Duration: 1 Jan 2002 → …

Conference

Conference	PARA'02, Applied Parallel Computing, Espoo
City	Finland
Period	01/01/2002 → …

Keywords

novel packed matrix data structures
Cholesky factorization and solution
real symmetric matrices
recursive|algorithms
complex Hermitian matrices
positive definite matrices

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title = "A recursive Formulation of the Inversion of symmetric positive defite matrices in packed storage data format",

abstract = "A new Recursive Packed Inverse Calculation Algorithm for symmetric positive definite matrices has been developed. The new Recursive Inverse Calculation algorithm uses minimal storage, \$n(n+1)/2\$, and has nearly the same performance as the LAPACK full storage algorithm using \$n\^2\$ memory words. New recursive packed BLAS needed for this algorithm have been developed too. Two transformation routines, from the LAPACK packed storage data format to the recursive storage data format were added to the package too.",

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AU - Gunnels, John A.

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AU - Wasniewski, Jerzy

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AB - A new Recursive Packed Inverse Calculation Algorithm for symmetric positive definite matrices has been developed. The new Recursive Inverse Calculation algorithm uses minimal storage, \$n(n+1)/2\$, and has nearly the same performance as the LAPACK full storage algorithm using \$n\^2\$ memory words. New recursive packed BLAS needed for this algorithm have been developed too. Two transformation routines, from the LAPACK packed storage data format to the recursive storage data format were added to the package too.

KW - novel packed matrix data structures

KW - Cholesky factorization and solution

KW - real symmetric matrices

KW - recursive|algorithms

KW - complex Hermitian matrices

KW - positive definite matrices

M3 - Article in proceedings

BT - PARA'02, Applied Parallel Computing, Espoo, Finland

PB - Springer

T2 - PARA'02, Applied Parallel Computing, Espoo

Y2 - 1 January 2002

ER -

A recursive Formulation of the Inversion of symmetric positive defite matrices in packed storage data format

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