A cost-optimal parallel tridiagonal system solver

DOI10.1016/0167-8191(90)90042-8MaRDI QIDQ918628zbMATH OpenOpenAlexFDO

Authors Elsie Sterbin Gottlieb

Publication date 1990

Published in Parallel Computing (Search for Journal in Brave)

Full work available at URL http://ntur.lib.ntu.edu.tw//handle/246246/155726

zbMATH Keywords

continued fraction expansionsparallel computationrecurrence equationstridiagonal system

Mathematics Subject Classification ID

Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Parallel numerical computation (65Y05)

Review text

The solution of a tridiagonal system is transformed into three recurrence equations. These recurrence equations are solved simply doing continued fraction expansions and applying the substitution concept. It is cost- optimal in the sense that processor number times execution time is minimized.

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Cited in

(4)

• Solving the symmetric tridiagonal eigenvalue problem on hypercubes
• Parallel newton interpolation on mesh-of-unshuffle network
• A Family of Maximum Entropy Densities Matching Call Option Prices
• A three-phase parallel algorithm for solving linear recurrences

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