The Science of Deriving Dense Linear Algebra Algorithms

In this article we present a systematic approach to the derivation of families of high-performance algorithms for a large set of frequently encountered dense linear algebra operations. As part of the derivation a constructive proof of the correctness of the algorithm is generated. The article is structured so that it can be used as a tutorial for novices. However, the method has been shown to yield new high-performance algorithms for well-studied linear algebra operations and should also be of interest to those who wish to produce best-in-class high-performance codes. Categories and Subject Descriptors: G.4 [Mathematical Software]—Algorithm design and anal