Concepedia

Abstract

A fast, accurate Choleski method for the solution of symmetric systems of linear equations is presented. This direct method is based on a variable-band storage scheme and takes advantage of column heights to reduce the number of operations in the Choleski factorization. The method employs parallel computation in the outermost DO-loop and vector computation via the 'loop unrolling' technique in the innermost DO-loop. The method avoids computations with zeros outside the column heights, and as an option, zeros inside the band. The close relationship between Choleski and Gauss elimination methods is examined. The minor changes required to convert the Choleski code to a Gauss code to solve non-positive-definite symmetric systems of equations are identified. The results for two large-scale structural analyses performed on supercomputers, demonstrate the accuracy and speed of the method.

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