PARALLEL IMPLEMENTATION OF BVM METHODS

In a companion paper Lopez and Trigiante [4] introduced BVM methods for solving linear ODEs. In this paper we describe the implementation of a particular method in this class on a parallel computer. The corresponding discrete problem requires the solution of an unsymmetric block tridiagonal linear system, which is solved by means of an iterative method. A brief survey of such iterative methods is given. Comparisons of the parallel method with the LSODE package are reported, both in terms of precision of the numerical solution and speed-up, showing the effectiveness of the parallel method.