Algorithm used for PLA_Chol: ****************************************************************** Partition A = / A_TL || * \ | ===== ===== | \ A_BL || A_BR / where A_TL is 0 x 0 while A_BR is not 0 x 0 Determine block size b Partition A = / A_TL || * \ / A_00 || * | * \ | ===== ===== | = | ==== ==== ==== | \ A_BL || A_BR / | A_10 || A_11 | * | | ---- ---- ---- | \ A_20 || A_21 | A_22 / where A_00 = A_TL and A_11 is b x b Update A_11 <- L_11 = Chol. Fact.( A_11 ) Update A_21 <- L_21 = A_21 inv( L_11' ) Update A_22 <- A_22 - L_21 * L_21' Continue with A = / A_TL || * \ / A_00 | * || * \ | ===== ===== | = | ---- ---- ---- | \ A_BL || A_BR / | A_10 | A_11 || * | | ==== ==== ==== | \ A_20 | A_21 || A_22 / endwhile ******************************************************************