乔莱斯基分解递归算法的研究  

Study of Recursive Algorithm for Cholesky Factorization

作　　者：陈建平[1] Jerzy Wasniewski 

机构地区：[1]南通工学院,江苏南通226007 [2]丹麦研究与教育计算中心

出　　处：《计算机科学》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

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.

关 键 词：乔莱斯基分解法 递归算法 线性代数 数值计算 

分 类 号：O241.6[理学—计算数学] TP301.6[理学—数学]