Diagonally dominant tridiagonal Toeplitz systems of linear equations arise in many application areas and have been well studied in the past. Modern interest in numerical linear algebra is often focusing on solving classic problems in parallel. In McNally [Fast parallel algorithms for tri-diagonal symmetric Toeplitz systems, MCS Thesis, University of New Brunswick, Saint John, 1999], an m processor Split & Correct algorithm was presented for approximating the solution to a symmetric tridiagonal Toeplitz linear system of equations. Nemani [Perturbation methods for circulant-banded systems and their parallel implementation, Ph.D. Thesis, University of New Brunswick, Saint John, 2001] and McNally (2003) adapted the works of Rojo [A new method for solving symmetric circulant tri-diagonal system of linear equations, Comput. Math. Appl. 20 (1990) 61-67], Yan and Chung [A fast algorithm for solving special tri-diagonal systems, Computing 52 (1994) 203-211] and McNally et al. [A split-correct parallel algorithm for solving tri-diagonal symmetric Toeplitz systems, Internat. J. Comput. Math. 75 (2000) 303-313] to the non-symmetric case. In this paper we present relevant background from these methods and then introduce an m processor scalable communication-less approximation algorithm for solving a diagonally dominant tridiagonal Toeplitz system of linear equations.
In this paper, we have presented a parallel algorithm for Gaussian Elimination. Elimination in both a shared memory environment, using OpenMP, and in a distributed memory environment, using MPI. Parallel LU and Gaussian algorithms for linear systems have been studied extensively and the point of this paper is to present the results of examining various load balancing schemes on both platforms. The results show an improvement in many cases over the default implementation.
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