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scientific article; zbMATH DE number 176387
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scientific article; zbMATH DE number 176387 |
Statements
18 May 1993
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parallel algorithms
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elimination algorithm
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\(LU\) decomposition
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Hessenberg matrices
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shared memory multiprocessor
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\(LU\) solver
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tridiagonal systems
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ADI iteration
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complexity
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0.9002597332000732
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0.7932974100112915
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0.7774431109428406
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[For the entire collection see Zbl 0753.00017.] An elimination algorithm is proposed for the \(LU\) decomposition of upper Hessenberg matrices on a shared memory multiprocessor where the number of processors is not related to the problem dimension. As an illustration for application of the \(LU\) solver serves a five-point difference approximation of an elliptic partial differential equation in a rectangle where two tridiagonal systems arise in one ADI iteration. A generalization to solving systems with a banded Hessenberg matrix is presented. What concerns the complexity, the direct solver yields best estimations for solving tridiagonal systems known hitherto.
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