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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2013, Volume 10, Pages 504–516 (Mi semr443)  
Computational mathematics

On the stability of a two-sided sweep algorithm

Alexander N. Malyshevab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b University of Bergen, Department of Mathematics, Postbox 7800, 5020 Bergen, Norway
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Abstract: A two-sided sweep algorithm is proposed for numerical solution of systems of linear equations with nonsingular tridiagonal $n\times n$-matrices, whose arithmetical cost is about $18n$ operations. We prove the componentwise backward stability of the algorithm.
Keywords: tridiagonal matrix, two-sided sweep algorithm, componentwise backward error.
Received May 22, 2013, published August 2, 2013
Document Type: Article
UDC: 519.612.2
MSC: 65F05, 65G50
Language: Russian
Citation: Alexander N. Malyshev, “On the stability of a two-sided sweep algorithm”, Sib. Èlektron. Mat. Izv., 10 (2013), 504–516
Citation in format AMSBIB
\Bibitem{Mal13}
\by Alexander~N.~Malyshev
\paper On the stability of a two-sided sweep algorithm
\jour Sib. \`Elektron. Mat. Izv.
\yr 2013
\vol 10
\pages 504--516
\mathnet{http://mi.mathnet.ru/semr443}
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