LAPACK working note No. 12: Banded cholesky factorization using level 3 BLAS

This note describes a block implementation of the Cholesky factorization of a symmetric positive definite banded matrix. It is based on Level 3 BLAS and designed to perform well on a machine with a hierarchy of memories. The performance on the IBM 3090/VF of the block implementation is shown to be much better than implementations based on Level 2 BLAS. 12 refs., 3 figs., 1 tab.