SOLUTION OF BLOCK-TRIDIAGONAL SYSTEMS OF LINEAR ALGEBRAIC EQUATIONS

摘要

The solution of linear systems with a block-tridiagonal structure is a very common requirement in many applications. This report describes two Fortran packages for solving such systems. The first is for the case when all the relevant blocks in the coefficient matrix can be stored at once. The second is for the case when they cannot, and instead the equations are generated, one block-row at a time, by a user-supplied subroutine. The blocks are assumed to be full, and partial pivoting is done within block-rows only.