A Parallel Multi-threaded Solver for Symmetric Positive Definite Bordered-Band Linear Systems

نویسندگان

  • Peter Benner
  • Pablo Ezzatti
  • Enrique S. Quintana-Ortí
  • Alfredo Remón
چکیده

We present a multi-threaded solver for symmetric positive de nite linear systems where the coe cient matrix of the problem features a bordered-band non-zero pattern. The algorithms that implement this approach heavily rely on a compact storage format, tailored for this type of matrices, that reduces the memory requirements, produces a regular data access pattern, and allows to cast the bulk of the computations in terms of e cient kernels from the Level-3 and Level-2 BLAS. The efciency of our approach is illustrated by numerical experiments.

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تاریخ انتشار 2015