A collection of parallel implementations of the Cholesky Decomposition.

Scalar aglorithm with OpenMP parallel for.

Blocked algorithm using BLAS with OpenMP parallel for, OpenMP tasks and Intel Threading Building Blocks

Scalar algorithm in OpenCL from https://github.com/pcebulsk/cholesky

Compiling:

#Scalar

icc -o program program.c -fopenmp -lm -mkl

#Blocked OpenMP

icc -o program program.c -fopenmp -lm -lmkl_intel_lp64 -lmkl_sequential -lmkl_core

#Blocked TBB

icc -o program program.cpp -tbb -std=c++0x -fopenmp -lm -lmkl_intel_lp64 -lmkl_sequential -lmkl_core

#Scalar OpenCL

gcc -fopenmp -Wall -g main.c cholesky.c spd_matrix.c -o main -lm -l OpenCL