Factorizations of band matrices using level 3 BLAS

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Abstract

This paper describes block algorithms for Cholesky and LU factorizations of band matrices. The algorithms can be implemented using Level 3 BLAS. Although they involve some extra data movement and extra arithmetic operations, on some machines they can outperform unblocked algorithms which use Level 2 BLAS. We present performance measurements to demonstrate this, on an IBM 3090 VP, a Cray 2, and a Siemens VP 400.

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Du Croz, J., Mayes, P., & Radicati, G. (1990). Factorizations of band matrices using level 3 BLAS. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 457 LNCS, pp. 222–231). Springer Verlag. https://doi.org/10.1007/3-540-53065-7_102

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