Developer Reference for Intel® oneAPI Math Kernel Library - C

Developer Reference

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

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.