Paper: Efficient logarithmic time parallel algorithms for the cholesky decomposition and gram-schmidt process

  • Authors:
  • Ilan Bar-On

  • Affiliations:
  • -

  • Venue:
  • Parallel Computing
  • Year:
  • 1991

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Abstract

We present a parallel algorithm for finding the Cholesky decomposition of a symmetric positive definite matrix of order n, in O(log^2n) time using p = n^3/log^2n processors. This algorithm can be used in order to find the QR factorization of a full rank matrix in M(m x n), m = n. Alternatively, we give a more direct parallel algorithm of O(log n log m) time using p = m x n^2/(log n log m) processors.