About: Tridiagonal matrix algorithm is a research topic. Over the lifetime, 1070 publications have been published within this topic receiving 21084 citations.
TL;DR: A design and implementation of the Thomas algorithm optimized for hardware acceleration on an FPGA, the Thomas Core, providing an efficient and scalable accelerator for many numerical computations and investigating the use and limitations of fixed-point arithmetic in the algorithm.
Abstract: We present a design and implementation of the Thomas algorithm optimized for hardware acceleration on an FPGA, the Thomas Core. The hardware-based algorithm combined with the custom data flow and low level parallelism available in an FPGA reduces the overall complexity from 8N down to 5N serial arithmetic operations, and almost halves the overall latency by parallelizing the two costly divisions. Combining this with a data streaming interface, we reduce memory overheads to 2 N-length vectors per N-tridiagonal system to be solved. The Thomas Core allows for multiple independent tridiagonal systems to be continuously solved in parallel, providing an efficient and scalable accelerator for many numerical computations. Finally we present applications for derivatives pricing problems using implicit finite difference schemes on an FPGA accelerated system and we investigate the use and limitations of fixed-point arithmetic in our algorithm.
TL;DR: In this paper, the authors presented an approach, which is more efficient than the commonly used numerical method, to solve the linear inviscid shallow water equations with variable depth in one dimension using finite differences.
Abstract: When solving the linear inviscid shallow water equations with variable depth in one dimension using finite differences, a tridiagonal system of equations must be solved. Here we present an approach, which is more efficient than the commonly used numerical method, to solve this tridiagonal system of equations using a recursion formula. We illustrate this approach with an example in which we solve for a rectangular channel to find the resonance modes. Our numerical solution agrees very well with the analytical solution. This new method is easy to use and understand by undergraduate students, so it can be implemented in undergraduate courses such as Numerical Methods, Lineal Algebra or Differential Equations.
TL;DR: A new algorithm for solving banded diagonal matrix problems efficiently on distributed-memory parallel computers, designed originally for use in dynamic alternating-direction implicit partial differential equation solvers is presented.
Abstract: We present a new algorithm for solving banded diagonal matrix problems efficiently on distributed-memory parallel computers, designed originally for use in dynamic alternating-direction implicit partial differential equation solvers The algorithm optimizes efficiency with respect to the number of numerical operations and to the amount of interprocessor communication This is called the ``delayed coupling method`` because the communication is deferred until needed We focus here on tridiagonal and periodic tridiagonal systems
TL;DR: In this article, the Thomas algorithm is used to solve a system of linear finite difference equations, where the coefficients are determined by simple quadrature schemes applied to each increment, and an expression is derived for the roundoff error associated with the final Thomas iteration.
Abstract: The definite integral is generally interpreted geometrically as an “area”. An alternate interpretation as a steady-state “flux” through a unit slab is derived, which leads to a new method of numerical integration. The usual sum of a large number of approximate areas is replaced by the flux through a “single” increment. The method involves the solution of a system of linear finite difference equations. The coefficient matrix is tri-diagonal and is solved efficiently by the Thomas algorithm. During the iterative process the coefficients are determined by simple quadrature schemes applied to each increment. Error analysis revealed that an expression could be derived for the roundoff error associated with the final Thomas iteration. It is shown that the roundoff error is smallest when the matrix coefficients a k \S>1. The method is shown to be superior to the classical methods due to its simplicity and tolerance for variable increment size. In addition, a new function is determined which is useful in diffusion studies. Numerical data are presented confirming these results.
TL;DR: In this article, the inverse of a class of block tridiagonal matrices is investigated with the LU decomposition of the block tridimensional matrix, and a relation between the inverse elements is found.
Abstract: The inverse of a class of block tridiagonal matrices is investigated With the LU decomposition of the block tridiagonal matrix,an explicit expression of the block inverse elements is obtained A relation between the inverse elements is found,and a new algorithm for inverting a block tridiagonal matrix is established The computing complexity and computing time of this algorithm is lower than that of existed algorithms