The work is dedicated to the construction of numerical-analytical method of designing efficient algorithms for the solution of problems in economics and engineering. Using a priori information about the smoothness of the solution, great attention is paid to the construction of high-accuracy solutions. The proposed approach eliminates recurrent structure calculations unknown vectors decisions, which leads to the accumulation of rounding errors. Parallel form of the algorithm is the maximum, and therefore has the shortest possible time the implementation on parallel computing systems. Most conventional algorithms for solving these problems (sweep techniques, decomposition of the matrix into a product of two diagonal matrices, doubling, etc.) when multiple processors work typically no faster than if a single processor. The reason for this is substantial sequence computations of these algorithms.