An efficient parallel algorithm for the solution of a tridiagonal linear system of equations.

Abstract

Tridiagonal linear systems of equations can be solved on conventional serial machines in a time proportional to N, where N is the number of equations. The conventional algorithms do not lend themselves directly to parallel computation on computers of the Illiac IV class, in the sense that they appear to be inherently serial. An efficient parallel algorithm is presented in which computation time grows as log(sub-2) N. The algorithm is based on recursive doubling solutions of linear recurrence relations, and can be used to solve recurrence relations of all orders.