A Recursive Formulation of the Inversion of Symmetric Positive Definite Matrices in Packed Storage Data Format

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 memory words. New recursive packed BLAS needed for this algorithm have been… (More)
DOI: 10.1007/3-540-48051-X_29

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Cite this paper

@inproceedings{Andersen2002ARF, title={A Recursive Formulation of the Inversion of Symmetric Positive Definite Matrices in Packed Storage Data Format}, author={Bjarne Stig Andersen and John A. Gunnels and Fred G. Gustavson and Jerzy Wasniewski}, booktitle={PARA}, year={2002} }