The direct solution of banded linear systems by a new matrix factorization procedure

Abstract

In the finite difference/element discretisation of boundary value problems involving partial differential equations there occurs the problem of solving large order systems of banded linear systems.

Previously, direct methods of solution considered were the usual Gaussian elimination and LU decomposition strategies. In this paper an alternative factorization strategy is presented.

Keywords:

• Banded linear system
• matrix factorization
• continued fraction
• coupled rectangular systems

C.R. Categories::

• 5.14
• 5.17