Developer Reference for Intel® oneAPI Math Kernel Library for C

ID 766684
Date 11/07/2023
Public

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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.