next up previous

6.1 Gaussian Elimination on Shared Memory Machines     continued...

Most of the work is performed in the last two lines, solving a triangular system with many right-hand sides, and matrix multiplication. Other similar algorithms may be derived by conformally partitioning L, U and A, and equating partitions in A=LU. Algorithms 6.3 and 6.4 are available as, respectively, subroutines sgetf2 and sgetrf in LAPACK [2].

(See exercise 13.)

The LAPACK routine implementing Cholesky is sposv. Other matrix structures handled by LAPACK include

There are also double precision, complex, and double precision complex counterparts of all LAPACK routines (replace the leading 's' in the subroutine name by 'd', 'c', and 'z', respectively).