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计算机科学 2004
Study of Recursive Algorithm for LU Factorization
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Abstract:
Recursion leads to automatic matrix blocking in the computation of dense linear algebra. It makes a good use of memory hierarchies of today's high-performance computers and hence improves the efficiency of the algorithm. The recursive algorithm for LU factorization of a matrix that is used to solve linear systems of equations is studied in this paper. A detailed derivation of the recursive algorithm is presented.