Level-3 Cholesky Kernel Subroutine of a Fully Portable High Performance Minimal Storage Hybrid Format Cholesky Algorithm

The TOMS paper "A Fully Portable High Performance Minimal Sotrage Hybrid Format Cholesky Algorithm" by Andersen, Gunnels, Gustavson, Reid, and Wasniewski, used a level 3 Cholesky kernel subroutine instead of level 2 LAPACK routine _POTF2. We discuss the merits of this approach and show that its performance over _POTRF is consideraby improved on a variety of common platforms when _POTRF is soley restriced to calling _POTF2.

By: Fred G. Gustavson; Jerzy Wasniewski; Jack J. Dongarra

Published in: RC24727 in 2009

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