The CALorimetric Electron Telescope (CALET) on the International Space
Station (ISS) consists of a high-energy cosmic ray CALorimeter (CAL) and a
lower-energy CALET Gamma ray Burst Monitor (CGBM). CAL is sensitive to
electrons up to 20 TeV, cosmic ray nuclei from Z = 1 through Z 40, and
gamma rays over the range 1 GeV - 10 TeV. CGBM observes gamma rays from 7 keV
to 20 MeV. The combined CAL-CGBM instrument has conducted a search for gamma
ray bursts (GRBs) since Oct. 2015. We report here on the results of a search
for X-ray/gamma ray counterparts to gravitational wave events reported during
the LIGO/Virgo observing run O3. No events have been detected that pass all
acceptance criteria. We describe the components, performance, and triggering
algorithms of the CGBM - the two Hard X-ray Monitors (HXM) consisting of
LaBr (Ce) scintillators sensitive to 7 keV to 1 MeV gamma rays and a Soft
Gamma ray Monitor (SGM) BGO scintillator sensitive to 40 keV to 20 MeV - and
the high-energy CAL consisting of a CHarge-Detection module (CHD), IMaging
Calorimeter (IMC), and fully active Total Absorption Calorimeter (TASC). The
analysis procedure is described and upper limits to the time-averaged fluxes
are presented.