A fast algorithm for solving special tridiagonal systems |
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Authors: | Mr. W. -M. Yan Dr. K. -L. Chung |
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Affiliation: | 1. Department of Computer Science and Information Engineering, National Taiwan University, 10764, Taipei, Taiwan, R.O.C. 2. Department of Information Management, National Taiwan Institut of Technology, 10672, Taipei, Taiwan, R.O.C.
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Abstract: | In this paper, a fast algorithm for solving the special tridiagonal system is presented. This special tridiagonal system is a symmetric diagonally dominant and Toeplitz system of linear equations. The error analysis is also given. Our algorithm is quite competitive with the Gaussian elimination, cyclic reduction, specialLU factorization, reversed triangular factorization, and Toeplitz factorization methods. In addition, our result can be applied to solve the near-Toeplitz tridiagonal system. Some examples demonstrate the good efficiency and stability of our algorithm. |
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