ACM Transactions on Mathematical Software

Bibliographic record for `Bientinesi:2008:FAR'

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@Article{Bientinesi:2008:FAR,
  author =       "Paolo Bientinesi and Brian Gunter and Robert A. Van de Geijn",
  title =        "Families of Algorithms Related to the Inversion of a Symmetric Positive Definite Matrix",
  journal =      "{ACM} Transactions on Mathematical Software",
  volume =       "35",
  number =       "1",
  month =        jul,
  year =         "2008",
  pages =        "3",
  note =         "Article 3, 22 pages",
  URL =          "http://doi.acm.org/10.1145/1377603.1377606",
  abstract =     "We study the high-performance implementation of the inversion of a Symmetric Positive Definite
                 (SPD) matrix on architectures ranging from sequential processors to Symmetric MultiProcessors
                 to distributed memory parallel computers. This inversion is traditionally accomplished in three
                 ``sweeps'': a Cholesky factorization of the SPD matrix, the inversion of the resulting triangular
                 matrix, and finally the multiplication of the inverted triangular matrix by its own transpose. We
                 state different algorithms for each of these sweeps as well as algorithms that compute the result
                 in a single sweep. One algorithm outperforms the current ScaLAPACK implementation by 20-30
                 percent due to improved load-balance on a distributed memory architecture.",
}

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