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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports] // Archive

Sib. Èlektron. Mat. Izv., 2013 Volume 10, Pages 504–516 (Mi semr443)

Computational mathematics

On the stability of a two-sided sweep algorithm

Alexander N. Malyshevab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b University of Bergen, Department of Mathematics, Postbox 7800, 5020 Bergen, Norway

Abstract: A two-sided sweep algorithm is proposed for numerical solution of systems of linear equations with nonsingular tridiagonal $n\times n$-matrices, whose arithmetical cost is about $18n$ operations. We prove the componentwise backward stability of the algorithm.

Keywords: tridiagonal matrix, two-sided sweep algorithm, componentwise backward error.

UDC: 519.612.2

MSC: 65F05, 65G50

Received May 22, 2013, published August 2, 2013



© Steklov Math. Inst. of RAS, 2024