AN ALGORITHM FOR SOLVING A SPECIAL CLASS OF TRIDIAGONAL SYSTEMS OF LINEAR EQUATIONS

被引:18
作者
ROSE, DJ
机构
[1] Harvard Univ., Cambridge, MA
关键词
central difference; Gaussian elimination; tridiagonal;
D O I
10.1145/362912.362940
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
An algorithm is presented for solving a system of linear equations Bu = k where B is tridiagonal and of a special form. This form arises when discretizing the equation - d/dx (p(x) du/dx) = k(x) (with appropriate boundary conditions) using central differences. It is shown that this algorithm is almost twice as fast as the Gaussian elimination method usually suggested for solving such systems. In addition, explicit formulas for the inverse and determinant of the matrix B are given. © 1969 ACM. All rights reserved.
引用
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页码:234 / &
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