A GENERALISED SPARSE FACTORISATION METHOD FOR THE SOLUTION OF THE GENERAL PERIODIC TRIDIAGONAL SYSTE
Authors:
OKOLIE Samuel
Publication Type: Journal article
Journal:
ISSN Number:
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Abstract
Previously proposed factorisation methods for the solution of the general periodic
tridiagonal matrix systems have not been entirely successful in maintaining the
sparsity of the given coefficient matrix in the factorisation process. Here, a
general sparse cyclic factorisation method involving a continued fraction expansion
whilst maintaining both the sparsity and form of the 'given coefficient. matrix is
proposed.
The resulting algorithmic solution is shown to be a very fast method which
is recommended for use in problems requiring a repeated solution of the matrix
system as in the solution of the Crank-Nicolson finite difference equations derived
from linear self-adjoint parabolic problems under periodic spatial boundary
conditions.