Matrix Factorization: LAPACK Computational
Routines
This section describes the LAPACK routines for matrix
factorization. The following factorizations are supported:
- LUfactorization
- 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:
- theLUfactorization 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.