| 乔莱斯基分解递归算法的研究 |
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| 引用本文： | 陈建平 JerzyWasniewski.乔莱斯基分解递归算法的研究[J].计算机科学,2001,28(7):127-129. |
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| 作者姓名： | 陈建平 JerzyWasniewski |
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| 作者单位： | 1. 南通工学院,
2. 丹麦研究与教育计算中心 |
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| 基金项目： | 江苏省教育厅留学回国人员科研启动经费项目 |
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| 摘 要： | 1 引言以乔莱斯基(Cholesky)分解、LU分解等为代表的线性代数问题的数值计算在现代科学研究和工程技术中得到广泛应用。随着计算机结构和技术的发展,实现这些线性代数数值计算的计算机算法和软件也在不断发展。通用的基本线性代数子程序库BLAS(Basic Lin-ear Algebra Subprograms)从70年代的Level-1 BLAS(执行向量一向量运算),发展到80年代的Level-2
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| 关 键 词： | 乔莱斯基分解法 递归算法 线性代数 数值计算 |
Study of Recursive Algorithm for Cholesky Factorization |
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| Jerzy Wasniewski.Study of Recursive Algorithm for Cholesky Factorization[J].Computer Science,2001,28(7):127-129. |
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| Authors: | Jerzy Wasniewski |
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| Affiliation: | Jerzy Wasniewski |
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| Abstract: | 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. |
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| Keywords: | Numerical computation Recursion Matrix blocking Memory hierarchy FORTRAN90 |
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