Publication Details
Luca Dimiccoli, Bart Truyen, Jan Cornelis

Proceedings SIAM 2006 Annual Meeting

Contribution To Book Anthology


The totally pivoted LU decomposition is the most stable among all LU-like factorizations, but unfortunately also computationally expensive, and not amendable to exploit level 3 BLAS operations. In this contribution, we derive a block organized LU factorization, in which at each step of the algorithm a totally pivoted LU decomposition is applied to a sub-block of the current matrix. An optimal exploitation of the matrix-matrix products results in a significantly improved performance.