Cholesky factorization
Packed implementation
Consider the SPD matrix
stored in a Lower distributed packed format as
Use of PBLAS routines PDTRSM, PDGEMM and ScaLAPACK routine PDPOTRF
Right-looking algorithm
,
,
.
Scalability
| 10240 1 | 14336 2 | 20480 4 | 28672 8 | 40960 16 | 61440 32 | 81920 64 |
| 102 1024 | 127 1280 | 194 2048 | 290 2048 | 474 4096 | 912 6144 | 1298 102240 |
| 106 | 153 | 219 | 321 | 471 | 890 | 1178 |
overhead | -3.8% | -17% | -11.4% | -9.7% | 0.6% | 2.5% | 10% |
