A Fast Parallel Cholesky Decomposition Algorithm for Tridiagonal Symmetric Matrices

TitleA Fast Parallel Cholesky Decomposition Algorithm for Tridiagonal Symmetric Matrices
Publication TypeTechnical Report
Year of Publication1995
AuthorsBar-On I, Codenotti B, Leoncini M
Other Numbers946
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.

URLhttp://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