Factoring symmetric indefinite matrices on high-performance architectures

Abstract

The Bunch-Kaufman algorithm is the method of choice for factoring symmetric indefinite matrices in many applications. However, the Bunch-Kaufman algorithm does not take advantage of high-performance architectures such as the Cray Y-MP. Three new algorithms, based on Bunch-Kaufman factorization, that take advantage of such architectures are described. Results from an implementation of the third algorithm are presented.