Pivoted Cholesky Factorization
LAPACK routines for the pivoted Cholesky factorization.
The codes were incorporated into LAPCK 3.2
Papers
LAPACK-Style Codes for Level 2 and 3 Pivoted Cholesky
Factorizations, Technical Report, Manchester Centre for
Computational Mathematics, February, 2004
A ScaLAPACK-style parallel implementation of
the pivoted Cholesky factorization.
Symmetric Pivoting in ScaLAPACK, Cray
User Group, Lugano, Switzerland. May, 2006.