Intel® oneAPI Math Kernel Library
Ask questions and share information with other developers who use Intel® Math Kernel Library.
Welcome to the Intel Community. If you get an answer you like, please mark it as an Accepted Solution to help others. Thank you!
6436 Discussions

Solution to the system of linear equations (Ax=b) with a tridiagonal matrix A


Dear all,

I'm using ZGTSV routine in order to solve a system of linear equations (Ax=b), where A is a tridiagonal matrix which may not be diagonally dominant (depends on initial values). For a while now I have detected some errors regarding the method used in the ?GTSV routines. Specially I have found that Gauss elimination loses precision due to accumulated round-off errors. I believe that this is my case since the amplitude of the errors increases from x(N) to x(1) (maybe due to backsubstitution?). To test this I actually placed in the x array the data backwards x(N:1) and made the necessary changes to the A matrix and vector b. 

Now I was thinking of using iterative methods (Jacobi or Gauss-Seidel) instead of direct method (Gauss elimination) but I couldn't find any routine that would do this for me. Is there one?

BTW: does anyone know any better method to solve my problem?

Thank you in advance for your help

Best regards
Josué Lopes






0 Kudos
0 Replies