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)

    Research output: Chapter in Book/Report/Conference proceedingArticle in proceedingsResearchpeer-review

    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 languageEnglish
    Title of host publicationPARA'02, Applied Parallel Computing, Espoo, Finland
    PublisherSpringer
    Publication date2002
    Publication statusPublished - 2002
    EventPARA'02, Applied Parallel Computing, Espoo - Finland
    Duration: 1 Jan 2002 → …

    Conference

    ConferencePARA'02, Applied Parallel Computing, Espoo
    CityFinland
    Period01/01/2002 → …

    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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