On the solution of certain symmetric quindiagonal linear systems

Abstract

A factorisation method is described for the fast numerical solution of certain quindiagonal symmetric linear systems of special form which occur repeatedly in the solution of many initial and boundary-value problems containing fourth-order parabolic and elliptic partial differential equations under periodic or specified boundary conditions. In this paper, we show that such special linear systems can be solved efficiently by an algorithm derived from the factorisation of the coefficient matrix into two easily inverted matrices.

Keywords:

• Quindiagonal systems
• cyclic
• rectangular matrix factors
• parabolic partial differential equation

C.R. Categories:

• 5.14
• 5.17