A Fast Parallel Cholesky Decomposition Algorithm for Tridiagonal Symmetric Matrices
| Title | A Fast Parallel Cholesky Decomposition Algorithm for Tridiagonal Symmetric Matrices |
| Publication Type | Technical Report |
| Year of Publication | 1995 |
| Authors | Bar-On, I., Codenotti B., & Leoncini M. |
| Other Numbers | 946 |
| Abstract | We present a new fast and stable parallel algorithm for computing the Cholesky decomposition of real symmetric and positive definite tridiagonal matrices. This new algorithm is especially suited for the solution of linear systems and for computing a few eigenvalues of very large matrices. We demonstrate these results on the Connection Machine CM5, where we obtain a very satisfactory performance. We finally note that the algorithm can be generalized to block tridiagonal and band systems. |
| URL | http://www.icsi.berkeley.edu/ftp/global/pub/techreports/1995/tr-95-006.pdf |
| Bibliographic Notes | ICSI Technical Report TR-95-006 |
| Abbreviated Authors | I. Bar-On, B. Codenotti, and M. Leoncini |
| ICSI Publication Type | Technical Report |