SEMINAR

Recursive Formulation of Linear Algebra Algorithms

Jerzy Wasniewski
Bjarne S. Andersen
Danish Computing Centre for Research and Education
Lyngby, Denmark

Fred Gustavson
IBM T.J. Watson Research Center
Yorktown Heights, New York

Plamen Y. Yalamov
University of Rousse
Rousse, Bulgaria


ABSTRACT

FORTRAN 90 allows writing recursive procedures. Recursion leads to automatic variable blocking for dense linear-algebra algorithms. The recursive way of programming algorithms eliminates using BLAS level 2 during the factorization steps. For this and other reasons recursion usually speeds up the algorithms.

The Cholesky factorization algorithms for symmetric positive definite matrices, algorithm for symmetric indefinite matrices, and LU Gauss Elimination algorithm for general matrices using recursion in FORTRAN90 will be explained. Some comparison performance numbers will be presented.

Extended Abstract + References + Code Sample (Postscript file)

Presentation Overheads (Postscript file)

WHERE: TEC 251

WHEN(day): Friday, October 9th, 1998

WHEN(time): 2:00pm

EVERYBODY IS INVITED