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The solution of a linear system is a basic tool in numerical analysis. In this work, an efficient cyclic reduction variant for a bordered almost diagonal linear system is presented. The algorithm can be used to solve linear systems arising in the discretization of optimal control problems or the discretization of two-point boundary value problems with free parameters.

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Parallel Cyclic Reduction of Bordered Almost Block Diagonal Matrices

  • 会议论文

  • 发表日期：

    2025年

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  • Enrico Bertolazzi

摘要

The solution of a linear system is a basic tool in numerical analysis. In this work, an efficient cyclic reduction variant for a bordered almost diagonal linear system is presented. The algorithm can be used to solve linear systems arising in the discretization of optimal control problems or the discretization of two-point boundary value problems with free parameters.