Cholesky分解递归算法与改进.pdfVIP

38 8 V o l . 38, N o . 8 2001 8 J O U RN A L O F CO M PU T ER R ESEA R CH DEV EL OPM ENT Aug . 200 1 Cholesky 陈建平 　　Jer zy Wasniew ski ( 226007) ( -2800) D K ( chen. jp@ nt it . ed u. cn) . , . Cho lesky , , F or tr an 90 , , . 15 % 25% . , , , , F or tr an 90 301 T P RECURSIVE ALGORITHM AND IMPROVEMENT FOR CHOLESKY FACTORIZATION - CHEN J ian Ping and Jerzy Wasniew ski (Dep artment of Inf or mation E ngineering, Nantong I nstitute of Technology , N antong, 226007) ( Danish Comp uting Center f or R esearch and Education, Ly ngby , Denmark, DK -2800) Abstr ctRecursion is a new ef fect ive method for comput ing den se linear alg ebra. It al low s f or eff icient ut ilization of memo ry hierarchies of t oday s high -p er for mance comput ers . T he recursive algor it hm f or Cholesky f act orizat ion is st u died in t his pap er . A det ailed der iv ation of the recursive Cho lesky algor it hm is g iv en . T he algo rithm is t hen implement ed in F ort ran 90 t h at suppo rt s recursion as a langu age f eat ure. T he eff iciency of t he recursive al gorit hm is furt her improved by using a met ho d of mat rix element r eo rdering . T he result ing alg orit hms are 15% 25 % f ast er t han t he current ly u sed block algor it hm. Key wordsnumerical co mput at io n, recursio n, mat rix blocking, memor y hierarchy , F ort ran 90