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tridiagonal matrix solution

LRaim
New Contributor I
308 Views

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.

 

 

 

 

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3 Replies
mecej4
Black Belt
308 Views

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

Gennady_F_Intel
Moderator
308 Views

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 )

Royi
Novice
308 Views

@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?

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