Study of Recursive Algorithm for Cholesky Factorization
乔莱斯基分解递归算法的研究

Recursion is a new effective method for computing dense linear algebra. It allows for efficient utilization of memory hierarchies of today's high-performance computers. The recursive algorithm for Cholesky factorization is studied in this paper. A detailed derivation of the recursive Cholesky algorithm is given. The algorithm is then implemented in FORTRAN90 that supports recursion as a language feature. The efficiency of the recursive algorithm is further improved by a method of matrix element reordering. The resulting algorithms are 15 %-25% faster than the currently used block algorithm.