Publication Details
Title: A Fast Parallel Cholesky Decomposition Algorithm for Tridiagonal Symmetric Matrices
Author: I. Bar-On, B. Codenotti, and M. Leoncini
Group: ICSI Technical Reports
Date: February 1995
PDF: ftp://ftp.icsi.berkeley.edu/pub/techreports/1995/tr-95-006.pdf
Overview:
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.
Bibliographic Information:
ICSI Technical Report TR-95-006
Bibliographic Reference:
I. Bar-On, B. Codenotti, and M. Leoncini. A Fast Parallel Cholesky Decomposition Algorithm for Tridiagonal Symmetric Matrices. ICSI Technical Report TR-95-006, February 1995
Author: I. Bar-On, B. Codenotti, and M. Leoncini
Group: ICSI Technical Reports
Date: February 1995
PDF: ftp://ftp.icsi.berkeley.edu/pub/techreports/1995/tr-95-006.pdf
Overview:
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.
Bibliographic Information:
ICSI Technical Report TR-95-006
Bibliographic Reference:
I. Bar-On, B. Codenotti, and M. Leoncini. A Fast Parallel Cholesky Decomposition Algorithm for Tridiagonal Symmetric Matrices. ICSI Technical Report TR-95-006, February 1995