Procedure for computing the Cholesky decomposition in a...

Electrical computers: arithmetic processing and calculating – Electrical digital calculating computer – Particular function performed

Reexamination Certificate

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Reexamination Certificate

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10461867

ABSTRACT:
The invention relates to a procedure for computing the Cholesky decomposition of a positive definite matrix into a product of a lower and an upper triagonal matrix having a dimension of L in a multi-channel procedure, wherein:the computation is performed in a parallel multi-processor system comprising a number P of processor modules;each processor module p computes the entries of a set R of rows of the lower triagonal matrix with R=L/P, whereby a given row j is assigned to a processor module p such that j=p+(r−1)·P with r=1, . . . , R and p=1, . . . , P;the entries of the lower triagonal matrix are obtained by means of an iteration process over the columns i, with i=1, . . . , L, whereby in each iteration step each processor module computes the entries of column i for its assigned rows R;with beginning an iteration step for computing the entries of column i with i≦L, the processor module to which the computation of row number i is assigned to stores its values of row i for access by the other processor modules.

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patent: 5442569 (1995-08-01), Osano
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patent: 6636828 (2003-10-01), Hachiya
patent: 6907513 (2005-06-01), Nakanishi
Edward Rothberg, Performanceof Panel and Block Approaches to Sparse Cholesky Factorization on the iPSC/860 and Paragon Multicomputers, IEEE, 1994, pp. 324-332.
Computers and Structures, Pergamon Press, GB, vol. 56, No. 1, Jul. 3, 1995, pp. 25-38 entitled “Parallel Cholesky Method on MIMD With Shared Memory” by D. Zheng et al.
Proceedings of the Siam Conference on Parallel Processing for Scientific Computer, 1995, pp. 407-412 entitled “Efficient Parallel Sparse Cholesky Factorization” by E. Rotheberg et al.
Proceedings of the IASTED International Conference, Aug. 21-24, 2001, pp. 419-424 entitled “Parallel Looping Algorithms for Cholesky Decomposition” by P-Y P. Chu et al.

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