Is there an IPP Cholesky decomposition for huge sparse matrix ?

[royvm101]

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!

[Naveen_G_Intel]

Hi,

Intel MKL has got functionality for Cholesky decomposition.

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

Regards,

Naveen Gv