摘要
Recursion is a new effective method for computing dense linear algebra. It allows for efficient utilization of memory hierarchies of today′s high-performance computers. The recursive algorithm for Cholesky factorization is studied in this paper. A detailed derivation of the recursive Cholesky algorithm is given. The algorithm is then implemented in FORTRAN90 that supports recursion as a language feature. The efficiency of the recursive algorithm is further improved by a method of matrix element reordering. The resulting algorithms are 15%-25% faster than the currently used block algorithm.
Recursion is a new effective method for computing dense linear algebra. It allows for efficient utilization of memory hierarchies of today's high-performance computers. The recursive algorithm for Cholesky factorization is studied in this paper. A detailed derivation of the recursive Cholesky algorithm is given. The algorithm is then implemented in FORTRAN90 that supports recursion as a language feature. The efficiency of the recursive algorithm is further improved by a method of matrix element reordering. The resulting algorithms are 15 %-25% faster than the currently used block algorithm.
出处
《计算机科学》
CSCD
北大核心
2001年第7期127-129,共3页
Computer Science
基金
江苏省教育厅留学回国人员科研启动经费项目
关键词
乔莱斯基分解法
递归算法
线性代数
数值计算
Numerical computation,Recursion,Matrix blocking,Memory hierarchy,FORTRAN90
