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Communication-avoiding symmetric-indefinite factorization. (English) Zbl 1317.65074

The authors propose a new symmetric factorization algorithm that minimizes the communication costs: communication between nodes in distributed-memory computers and communication between levels in memory hierarchies. The algorithm performs an asymptotically optimal amount of communication in a two-level memory hierarchy for almost any cache-line size.

MSC:

65F05 Direct numerical methods for linear systems and matrix inversion
15A23 Factorization of matrices
65Y20 Complexity and performance of numerical algorithms
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