Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

Matrix Factorization: LAPACK Computational Routines

This section describes the LAPACK routines for matrix factorization. The following factorizations are supported:
  • LU
    factorization
  • Cholesky factorization of real symmetric positive-definite matrices
  • Cholesky factorization of real symmetric positive-definite matrices with pivoting
  • Cholesky factorization of Hermitian positive-definite matrices
  • Cholesky factorization of Hermitian positive-definite matrices with pivoting
  • Bunch-Kaufman factorization of real and complex symmetric matrices
  • Bunch-Kaufman factorization of Hermitian matrices.
You can compute:
  • the
    LU
    factorization using full and band storage of matrices
  • the Cholesky factorization using full, packed, RFP, and band storage
  • the Bunch-Kaufman factorization using full and packed storage.