英特尔® Parallel Studio XE

?lauum

Computes the product U*UT(U*UH) or LT*L (LH*L), where U and L are upper or lower triangular matrices (blocked algorithm).

Matrix Factorization: ScaLAPACK Computational Routines

This section describes the ScaLAPACK routines for matrix factorization. The following factorizations are supported:

  • LU factorization of general matrices

  • LU factorization of diagonally dominant-like matrices

  • Cholesky factorization of real symmetric or complex Hermitian positive-definite matrices

You can compute the factorizations using full and band storage of matrices.

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