English

A time-optimal algorithm for solving (block-)tridiagonal linear systems of dimension N on a distributed computer of N nodes

Numerical Analysis 2018-02-02 v2

Abstract

We are concerned with the fastest possible direct numerical solution algorithm for a thin-banded or tridiagonal linear system of dimension NN on a distributed computing network of NN nodes that is connected in a binary communication tree. Our research is driven by the need for faster ways of numerically solving discretized systems of coupled one-dimensional black-box boundary-value problems. Our paper presents two major results: First, we provide an algorithm that achieves the optimal parallel time complexity for solving a tridiagonal linear system and thin-banded linear systems. Second, we prove that it is impossible to improve the time complexity of this method by any polynomial degree. To solve a system of dimension mNm\cdot N and bandwidth mΩ(N1/6)m \in \Omega(N^{1/6}) on 2N12 \cdot N-1 computing nodes, our method needs time complexity O(log(N)2m3)\mathcal{O}(\log(N)^2 \cdot m^3).

Keywords

Cite

@article{arxiv.1801.09840,
  title  = {A time-optimal algorithm for solving (block-)tridiagonal linear systems of dimension N on a distributed computer of N nodes},
  author = {Martin Neuenhofen},
  journal= {arXiv preprint arXiv:1801.09840},
  year   = {2018}
}

Comments

18 pages, 6 figures

R2 v1 2026-06-23T00:02:48.581Z