A specialised cyclic reduction algorithm for linear algebraic equation systems with quasi-tridiagonal matrices

Abstract

Extensions have been developed, of several variants of the stride of two cyclic reduction method. The extensions refer to quasi-tridiagonal linear equation systems involving two additional nonzero elements in the first and last rows of the equation matrix, adjacent to the main three diagonals. Equations of this kind arise, for example, in the simulations of biosensors or other electrochemical systems by solving relevant ordinary or partial differential equations by finite difference methods, when boundary derivatives are approximated by one-sided, multipoint finite differences. The correctness of the algorithms developed has been verified using example matrices with pseudo-random coefficients, under conditions of both sequential and parallel execution.