稀疏对称矩阵的LDL<sup>T</sup>分解在GPU上的高效实现

稀疏对称矩阵的LDL^T分解在GPU上的高效实现

陈鑫峰,王武

An Effective Implementation of LDLT Decomposition of Sparse Symmetric Matrix on GPU

Chen Xinfeng,Wang Wu

算法1. 基于右视的LDL^T分解

1: for k = 1 to n do
2: //分解L的第k 列
3: for i = k + 1 to n where l_ik≠ 0 do
4: l_ik = l_ikl_kk
5: end for
6: //更新依赖第k列的子列
7: for j = k + 1 to n where l_ik≠ 0 do
8: for i = j to n where l_jk≠ 0 do
9: l_ij = l_ij-l_ikl_jkl_kk
10: end for
11: end for
12: end for