The ordering of tridiagonal matrices in the cyclic reduction method for Poisson's equation (Q1262719): Difference between revisions

The author aptly demonstrates that the cyclic reduction method for the solution of the system of equations which arises from application of the standard five-point finite difference stencil to Poisson's equation on a rectangle is numerically stable as long as there is no under- or overflow. In the latter case the computed result is sensitive to the ordering of the tridiagonal matrices which are used in the recursive algorithm. This is analysed and an ordering method is proposed which avoids these difficulties. The conclusions are demonstrated with numerical examples.