GitHub

GitHub - tian0917/PaScaL_TDMA_XCCELS: Parallel and Scalable Library for TriDiagonal Matrix Algorithm

PaScaL_TDMA 2.0: Parallel and Scalable Library for TriDiagonal Matrix Algorithm PaScaL_TDMA provides an efficient and scalable computational procedure to solve many tridiagonal systems in ...
IEEE

AH-TDMA: An Adaptive Heterogeneous Tridiagonal Matrix Algorithm on the New Sunway Supercomputer

Abstract: The solution of tridiagonal linear systems is used in in various fields and plays a crucial role in numerical simulations. However, there is few efficient solver for tridiagonal linear ...
GitHub

implement Tridiagonal, Bidiagonal, and Triangular eigensolvers

Currently, eig and similar throw no method eigfact when applied to these types of matrices. We should be able to provide efficient LAPACK-based solvers for these types. For Tridiagonal, we can exploit ...
Scientific Research Publishing

Mazilu, I., Mazilu, D.A. and Williams, H.T. (2012) Applications of Tridiagonal Matrices in Non-Equilibrium Statistical Physics. Electronic Journal of Linear Algebra, 24, 7-17.

ABSTRACT: In the current article we propose a new efficient, reliable and breakdown-free algorithm for solving general opposite-bordered tridiagonal linear systems. An explicit formula for computing ...
Scientific Research Publishing

Martin, A. and Boyd, I.D. (2010) Variant of the Thomas Algorithm for Opposite-Bordered Tridiagonal Systems of Equations. International Journal for Numerical Methods in ...

ABSTRACT: In the current article we propose a new efficient, reliable and breakdown-free algorithm for solving general opposite-bordered tridiagonal linear systems. An explicit formula for computing ...
JSTOR Daily

Pricing Discrete Barrier and Hindsight Options with the Tridiagonal Probability Algorithm

This paper develops an algorithm to calculate the Brownian multivariate normal probability subject to any preset error tolerance criteria. The algorithm is founded ...