Reliable parallel solution of bidiagonal systems

DOI10.1007/S002110100296MaRDI QIDQ1348918zbMATH OpenOpenAlexFDO

Authors Ilan Bar-On, Mauro Leoncini

Publication date 21 May 2002

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110100296

zbMATH Keywords

algorithmbidiagonal systemsCholesky factorizationcyclic reductiondivide and conquer approachnumerical examplesparallel computationpartition methodstability

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

Presentation of a parallel algorithm for the solution of bidiagonal linear systems as they occur for forward elimination and backward substitution of factored tridiagonal systems. The algorithm uses a divide and conquer approach, a combination of partition method and cyclic reduction. A detailed analysis of forward and backward stability is presented. Some numerical examples illustrate the application to Cholesky-factored matrices.

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Cited in

(5)

• Reliable solution of bidiagonal systems with applications
• Stability of a partitioning algorithm for bidiagonal systems
• An efficient algorithm for a model with a bidiagonal coefficient matrix
• Checking robust nonsingularity of tridiagonal matrices in linear time
• Aitken-Schwarz Acceleration not based on the mesh for CFD

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