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Block Algorithm and Its Implementation for Cholesky Factorization
unpublished
Block algorithm divides a large matrix into small blocks of submatrices to make full use of computer's caches. Blocked smaller submatrices can be directly loaded into the caches to compute. The efficiency of the computation is hence improved. The block algorithm for Cholesky factorization is studied in this paper. Detai1ed derivation and implementation of the block algorithm are presented. The computations of modules involved in the block algorithm are discussed. A C++ language program is
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