Tridiagonal system and PARDISO

[xavier_lacroze]

Hi,

I need to solve two tridiagonal (non symmetric though) systems at each time step (coming from a split finite difference scheme). My strategy was as follow:
- define two context handles pt1 and pt2
- perform symbolic factorization (phase 11) on each system
- then at each time step, use a preconditioned CGS and solve the systems (phase 23)

Unfortunately, I found no speed improvment wether I used preconditioned CGS or not. Also, solving this tridiagonal systems with PARDISO is like 10 times slower than solving it with LAPACK dgtsv()...

Am I missing something ?

Thanks for your advices,

Xavier

[TimP]

It seems unlikely that you could improve on the dgtsv algorithm, if you require its generality. The point of CG schemes is to solve problems with in-band sparsity, which would be exclusive of those where dgtsv could be applied directly.

[xavier_lacroze]

Thank you for your reply.

Xavier