Solving periodic block tridiagonal systems using the Sherman-Morrison-Woodbury formula

Abstract

Many algorithms for solving the Navier-Stokes equations require the solution of periodic block tridiagonal systems of equations. By applying a splitting to the matrix representing this system of equations, it may first be reduced to a block tridiagonal matrix plus an outer product of two block vectors. The Sherman-Morrison-Woodbury formula is then applied. The algorithm thus reduces a periodic banded system to a non-periodic banded system with additional right-hand sides and is of higher efficiency than standard Thomas algorithm/LU decompositions.