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 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 .
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 )