Recursive formulation of Cholesky algorithm in Fortran 90
Fortran 90 allows writing recursive procedures (see ). Recursion leads to automatic variable blocking for dense linear-algebra algorithms (see [5, 8]). The recursive way of programming algorithms eliminate the use of BLAS level 2 in the factorization steps. For this and other reasons recursion usually speed up the algorithms.
The formulation of the Cholesky factorization algorithm using recursion in Fortran 90 is presented in this paper.
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