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arXiv 1002.2469math.NAcs.NA
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并行二分法求解单右端项Toeplitz三对角线性方程组

Application of the Parallel Dichotomy Algorithm for solving Toeplitz tridiagonal systems of linear equations with one right-hand side

Institute of Computational Mathematics and Mathematical Geophysics(计算数学与数学地球物理研究所);Budker Institute of Nuclear Physics(布德克核物理研究所);Novosibirsk State University(新西伯利亚国立大学)

Andrew V. Terekhov

AI总结:

基于二分法算法的改进,提出一种并行求解Toeplitz三对角方程组的程序,利用Toeplitz矩阵结构减少预计算量,实现单方程组和系列方程组的高效求解,在椭圆方程分离变量法算例中精度与Thomas方法相当,加速比几乎线性,适用于Toeplitz和拟Toeplitz三对角矩阵求逆等数值方法。

摘要:

基于对“二分法算法”(Terekhov, 2010)的改进,我们提出了一种求解Toeplitz矩阵三对角方程组的并行程序。利用Toeplitz矩阵的结构,我们可以大幅减少二分法算法的“预计算”数量,从而能够有效地求解系列方程组以及单个方程组。在通过分离变量法求解椭圆方程的示例中,我们表明计算精度与Thomas方法的串行版本相当,并且加速比与处理器数量几乎呈线性关系。所提出的改进旨在实现广泛数值方法的并行化,包括Toeplitz和拟Toeplitz三对角矩阵的求逆。

英文摘要:

Basing on a modification of the "Dichotomy Algorithm" (Terekhov, 2010), we propose a parallel procedure for solving tridiagonal systems of equations with Toeplitz matrices. Taking the structure of the Toeplitz matrices, we may substantially reduce the number of the "preliminary calculations" of the Dichotomy Algorithm, which makes it possible to effectively solve a series as well as a single system of equations. On the example of solving of elliptic equations by the Separation Variable Method, we show that the computation accuracy is comparable with the sequential version of the Thomas method, and the dependence of the speedup on the number of processors is almost linear. The proposed modification is aimed at parallel realization of a broad class of numerical methods including the inversion of Toeplitz and quasi-Toeplitz tridiagonal matrices.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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