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

December 05, 2018 Β· Declared Dead Β· πŸ› arXiv.org

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Authors CristΓ³bal Camarero arXiv ID 1812.02056 Category math.NA: Numerical Analysis Cross-listed cs.DS Citations 8 Venue arXiv.org Last Checked 1 month ago
Abstract
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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