Abstract. Given a symmetric positive definite matrix A, we compute a structured approximate Cholesky factorization A RT R up to any desired accuracy, where R is an upper triangula...
The algorithms in the current sequential numerical linear algebra libraries (e.g. LAPACK) do not parallelize well on multicore architectures. A new family of algorithms, the tile a...
Emmanuel Agullo, Henricus Bouwmeester, Jack Dongar...
In this paper we discuss the parallel implementation of the Cholesky factorization of a positive definite symmetric matrix when that matrix is block tridiagonal. While parallel im...
Thuan D. Cao, John F. Hall, Robert A. van de Geijn
A parallel algorithm based on the multidimensional minimization of the Rayleigh quotient is proposed to evaluate the leftmost eigenpairs of the generalized symmetric positive defi...
In this paper we present a new incomplete factorization of a square matrix into triangular factors in which we get standard LU or LDLT factors (direct factors) and their inverses (...