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Is there an IPP Cholesky decomposition for huge sparse matrix ?

royvm101
Beginner
115 Views
I am looking for an IPP based implementation (can be based on Lapack, etc...) of Cholesky decomposition of huge sparse matrices, of order 10^7 x 10^7.

Is there any fast IPP based implementation ?

Thanks!
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1 Reply
Naveen_G_Intel
Employee
115 Views

Hi,

Intel MKL has got functionality for Cholesky decomposition.

To get more info : http://www.intel.com/software/products/mkl/

Regards,

Naveen Gv
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