A recursive partitioning algorithm for matrix inversion on parallel computers

In the present study we introduce a new recursive matrix inversion (RMI) algorithm for a distributed memory computer. The RMI algorithm was designed to meet the requirements of high performance flexible software for implementing different parallel optimization algorithms. Special consideration has been taken to ensure the usability and portability of the algorithm. The results we present show that a significant improvement in performance is attainable over the LU‐factorization algorithm included in the LAPACK library.