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Speedup of tridiagonal system solvers. (English) Zbl 07241274
Summary: The paper proposes a new approach to the solution of standard and block tridiagonal systems that appear in various areas of technical, scientific and financial practice. Its goal is to elaborate an efficient two-phase tridiagonal solver, the particular case of which is the \(k\)-step cyclic reduction. The main idea of the proposed approach to designing a two-phase tridiagonal solver lies in using new model equations for dyadic system reduction. The resulting solver differs from the known two-phase partitioning ones also in the second phase, since it uses a series of simple explicit formulas for calculation of the remaining unknown values. Computational experiments on measuring speedup confirmed the efficiency of the proposed solver.
MSC:
65 Numerical analysis
90 Operations research, mathematical programming
Software:
MKL
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References:
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