Version 1.1.0

19th April 2016

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HSL_MP54 Parallel Cholesky solver

For a matrix that is full, symmetric and positive definite, this package performs parallel partial and complete factorisations and solutions of corresponding sets of equations, using OpenMP.

We consider the factorization

A = A11A21T A21 A22 = L11 L21 I I S 22 L11TL 21T I = LSLT

where A is order n, L11 is lower triangular and both A11 and L11 have order p n.

Subroutines are also provided for the complementary partial forward and backward substitutions, that is, solving

LX = BandLTX = B.