Performance Comparison of MPI, PGHPF/CRAFTand HPF Implementations of the Cholesky Factorisation on the Cray T3E-600 and IBM SP-2
   http://www.netlib.org/utk/papers/PEMCS/Papers/Paper3/paper3.htm

ASA006 Cholesky Factor of a Positive Definite Symmetric Matrix 
   http://people.sc.fsu.edu/~jburkardt/f_src/asa006/asa006.html

Resources for parallel computing 
   https://notendur.hi.is/jonasson/software/samsidungar/Kristjan-Blas-Lapack.pdf