Developer Reference

  • 0.9
  • 09/09/2020
  • 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.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804