On the factorization of block-tridiagonals without storage constraints

Abstract

In many programs solving difference equations, problem size is restricted by the number of available memory cells. A strategy has been developed to permit trade-offs between the number of floating point operations required and storage requirements for the solution of certain problems such as block tridiagonal systems of equations. This is done by recomputing some intermediate results instead of storing them. Reducing the storage to the square root of the current requirement will roughly double the number of computations. In theory, if m is the order of each sub-matrix in the block tridiagonal matrix, one can solve any linear system with only 5 sq m + 1 temporary storage cells. This method lends itself to efficient use on computers with parallel processing or vector processing architectures. On these computers the larger number of floating point operations is more than offset by the decrease in I/O and the increased percentage of vector operations made possible by this algorithm.