Families of algorithms related to the inversion of a Symmetric Positive Definite matrix
نویسندگان
چکیده
منابع مشابه
Toward Accelerating the Matrix Inversion Computation of Symmetric Positive-Definite Matrices on Heterogeneous GPU-Based Systems
The goal of this paper is to implement an efficient matrix inversion of symmetric positive-definite matrices on heterogeneous GPU-based systems. The matrix inversion procedure can be split into three stages: computing the Cholesky factorization, inverting the Cholesky factor and calculating the product of the inverted Cholesky factor with its transpose to get the final inverted matrix. Using hi...
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ژورنال
عنوان ژورنال: ACM Transactions on Mathematical Software
سال: 2008
ISSN: 0098-3500,1557-7295
DOI: 10.1145/1377603.1377606