Solving (cyclic) tridiagonal systems

  • Authors:
  • Richard Reuter

  • Affiliations:
  • IBM Science Center Heidelberg, Heidelberg, W. Germany

  • Venue:
  • ACM SIGAPL APL Quote Quad
  • Year:
  • 1988

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Abstract

An APL2 function is presented for solving cyclic tridiagonal and tridiagonal systems of linear equations. Those systems frequently occur in various areas, e. g. interpolation by spline functions, numerical solution of elliptic differential equations, etc.. The function is based on a modification of the cyclic reduction method [1], [2]. Time measurements show impressive speed-ups over the domino ( ) function and the APL2 versions of the Gaussian elimination method, specialized for cyclic tridiagonal and tridiagonal systems.