Applications and accuracy of the parallel diagonal dominant algorithm

Abstract

The Parallel Diagonal Dominant (PDD) algorithm is a highly efficient, ideally scalable tridiagonal solver. In this paper, a detailed study of the PDD algorithm is given. First the PDD algorithm is introduced. Then the algorithm is extended to solve periodic tridiagonal systems. A variant, the reduced PDD algorithm, is also proposed. Accuracy analysis is provided for a class of tridiagonal systems, the symmetric, and anti-symmetric Toeplitz tridiagonal systems. Implementation results show that the analysis gives a good bound on the relative error, and the algorithm is a good candidate for the emerging massively parallel machines.