Abstract

The problem of computing the triangular factors of a square, real, symmetric, and positive definite matrix by using the facilities of a multiprocessor MIMD-type computer is considered. The parallel algorithms based on Cholesky decomposition and Gaussian elimination are derived and analyzed in terms of their speedup and efficiency, when the available number of processors is O( n), where n is the size of the matrix. It is shown that the parallel elimination method can achieve the same speedup as the parallel Cholesky method while using only half the number of processors required by the Cholesky method.

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