Intel® Math Kernel Library 2018 Developer Reference - C
This section describes the ScaLAPACK routines for matrix factorization. The following factorizations are supported:
LU factorization of general matrices
LU factorization of diagonally dominant-like matrices
Cholesky factorization of real symmetric or complex Hermitian positive-definite matrices
You can compute the factorizations using full and band storage of matrices.