Block-Cholesky for parallel processing:

Abstract: "We concentrate on the Cholesky factorization of A=L L[superscript T], where A is a positive definite symmetric matrix and L is a lower triangular matrix. A blocked algorithm based on Level 3 BLAS is discussed. When using Level 3 BLAS kernels in a multiprocessing mode, one can paralle...

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Bibliographic Details
Main Author: Louter-Nool, Margreet (Author)
Format: Book
Language:English
Published: Amsterdam 1990
Series:Centrum voor Wiskunde en Informatica <Amsterdam> / Afdeling Numerieke Wiskunde: Report NM 1990,23
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Summary:Abstract: "We concentrate on the Cholesky factorization of A=L L[superscript T], where A is a positive definite symmetric matrix and L is a lower triangular matrix. A blocked algorithm based on Level 3 BLAS is discussed. When using Level 3 BLAS kernels in a multiprocessing mode, one can parallelize within each kernel, or can obtain parallelism by performing different matrix-matrix operations on different processors. We apply parallelism over the blocks. We study the amount of parallelism and we discuss the data dependency graph. The SCHEDULE package is used to obtain a portable scheduling of the tasks. Numerical results of our method are presented and compared with the results for a block algorithm parallelized within the Level 3 BLAS kernels."
Physical Description:20 S.

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