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https://issues.apache.org/jira/browse/SYSTEMML-1163?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15805636#comment-15805636
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Imran Younus commented on SYSTEMML-1163:
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https://github.com/apache/incubator-systemml/pull/324
> Implementing Block Cholesky factorization in dml
> ------------------------------------------------
>
> Key: SYSTEMML-1163
> URL: https://issues.apache.org/jira/browse/SYSTEMML-1163
> Project: SystemML
> Issue Type: New Feature
> Components: Algorithms
> Reporter: Imran Younus
> Priority: Minor
>
> This implements Recursive Block Cholesky algorithm as presented by Golub
> (Algorithm 4.2.3).
> References:
> "Matrix Computations", Golub and Van Loan.
> (As far as I know, the original paper on this method was published by F.
> Gustavson et al from IBM Thomas J. Watson Research Center. I'll update the
> reference here as soon as I get the original manuscript.)
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