Robert van de Geijn, Maggie Myers, RuQing G. Xu, Devin Matthews
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引用次数: 0
摘要
我们应用FLAME方法推导了斜对称矩阵的$ L T L^T $分解(有或没有旋转)计算的算法及其正确性证明。该方法产生了已知的以及使用FLAME符号表示的新算法。许多类似blas的原语暴露在阻塞算法的核心,可以获得高性能。这些见解可以很容易地扩展到计算对称矩阵的L^T分解的yield算法。
Deriving Algorithms for Triangular Tridiagonalization a (Skew-)Symmetric Matrix
We apply the FLAME methodology to derive algorithms hand in hand with their
proofs of correctness for the computation of the $ L T L^T $ decomposition
(with and without pivoting) of a skew-symmetric matrix. The approach yields
known as well as new algorithms, presented using the FLAME notation. A number
of BLAS-like primitives are exposed at the core of blocked algorithms that can
attain high performance. The insights can be easily extended to yield
algorithms for computing the $ L T L^T $ decomposition of a symmetric matrix.