topic @Gennady, in Intel® oneAPI Math Kernel Library

tridiagonal matrix solution

LRaim — Fri, 15 Apr 2016 09:53:10 GMT

I have tried to understand if MKL provides a faster method for the solution of simple linear tri-diagonal systems which can be easily solved with simple Gaussian elimination.
I am using PARDISO in different cases.

Pardiso is not the best

mecej4 — Fri, 15 Apr 2016 19:42:20 GMT

Pardiso is not the best choice for solving banded linear equations. Please consider using the MKL/Lapack banded equations solvers ?gbslv with bandwidths k_l = k_u = 1, see https://software.intel.com/en-us/node/468882 .

you may also try to evaluate

Gennady_F_Intel — Sat, 16 Apr 2016 06:52:47 GMT

you may also try to evaluate ?gtsv ( Computes the solution to the system of linear equations with a tridiagonal coefficient matrix A and multiple right-hand sides )

@Gennady,

Royi — Sat, 11 Aug 2018 21:37:47 GMT

@Gennady,

Documentation of ?gtsv states:

The routine uses Gaussian elimination with partial pivoting.

How come it doesn't use Thomas Algorithm?
How does it compare to vanilla Thomas Algorithm in performance?