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A block quasi-totally pivoted LU decomposition Host Publication: Proc. SIAM 2006 Annual Meeting, July 10-14, 2006, Boston, MA Authors: L. Dimiccoli, B. Truyen and J. Cornelis Publication Year: 2006
Abstract: 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.
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