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arxiv: 1812.02056 · v1 · pith:W2LAJHQUnew · submitted 2018-12-05 · 💻 cs.NA · cs.DS· cs.NA

Simple, Fast and Practicable Algorithms for Cholesky, LU and QR Decomposition Using Fast Rectangular Matrix Multiplication

classification 💻 cs.NA cs.DScs.NA
keywords algorithmsfastmultiplicationcholeskydecompositionmatrixsimpletime
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This note presents fast Cholesky/LU/QR decomposition algorithms with $O(n^{2.529})$ time complexity when using the fastest known matrix multiplication. The algorithms have potential application, since a quickly made implementation using Strassen multiplication has lesser execution time than the employed by the GNU Scientific Library for the same task in at least a few examples. The underlaying ideas are very simple. Despite this, I have been unable to find these methods in the literature.

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