A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE

Abhijit Ghosh; Chittaranjan Mishra

doi:10.1137/20m1311053

A Parallel Cyclic Reduction Algorithm for Pentadiagonal Systems with Application to a Convection-Dominated Heston PDE

SIAM Journal on Scientific Computing ◽

10.1137/20m1311053 ◽

2021 ◽

Vol 43 (2) ◽

pp. C177-C202

Author(s):

Abhijit Ghosh ◽

Chittaranjan Mishra

Keyword(s):

Reduction Algorithm ◽

Cyclic Reduction ◽

Convection Dominated

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A Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems

SIAM Journal on Matrix Analysis and Applications ◽

10.1137/s0895479800371955 ◽

2002 ◽

Vol 23 (3) ◽

pp. 673-691 ◽

Cited By ~ 26

Author(s):

C. He ◽

B. Meini ◽

N. H. Rhee

Keyword(s):

Reduction Algorithm ◽

Cyclic Reduction ◽

Birth Death

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A parallel block cyclic reduction algorithm for the fast solution of elliptic equations

Lecture Notes in Computer Science - Supercomputing ◽

10.1007/3-540-18991-2_33 ◽

1988 ◽

pp. 563-575 ◽

Cited By ~ 1

Author(s):

E. Gallopoulos ◽

Y. Saad

Keyword(s):

Elliptic Equations ◽

Reduction Algorithm ◽

Cyclic Reduction ◽

Fast Solution

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A Generalized Cyclic Reduction Algorithm

SIAM Journal on Numerical Analysis ◽

10.1137/0711042 ◽

1974 ◽

Vol 11 (3) ◽

pp. 506-520 ◽

Cited By ~ 69

Author(s):

Roland A. Sweet

Keyword(s):

Reduction Algorithm ◽

Cyclic Reduction

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Comparison of performance of three parallel versions of the block cyclic reduction algorithm for solving linear elliptic partial differential equations

Computers & Mathematics with Applications ◽

10.1016/0898-1221(92)90043-h ◽

1992 ◽

Vol 24 (5-6) ◽

pp. 83-101 ◽

Cited By ~ 4

Author(s):

Jung-Sing Jwo ◽

S. Lakshmivarahan ◽

Sudarshan K. Dhall ◽

John M. Lewis

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Elliptic Partial Differential Equations ◽

Reduction Algorithm ◽

Partial Differential ◽

Cyclic Reduction

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A Parallel and Vector Variant of the Cyclic Reduction Algorithm

SIAM Journal on Scientific and Statistical Computing ◽

10.1137/0909050 ◽

1988 ◽

Vol 9 (4) ◽

pp. 761-765 ◽

Cited By ~ 51

Author(s):

Roland A. Sweet

Keyword(s):

Reduction Algorithm ◽

Cyclic Reduction ◽

Vector Variant

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A specialised cyclic reduction algorithm for linear algebraic equation systems with quasi-tridiagonal matrices

Journal of Mathematical Chemistry ◽

10.1007/s10910-017-0761-9 ◽

2017 ◽

Vol 55 (9) ◽

pp. 1793-1807 ◽

Cited By ~ 1

Author(s):

Lesław K. Bieniasz

Keyword(s):

Algebraic Equation ◽

Linear Algebraic Equation ◽

Reduction Algorithm ◽

Cyclic Reduction ◽

Tridiagonal Matrices

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Implemention of a divide and conquer cyclic reduction algorithm on the FPS T-20 hypercube

Proceedings of the third conference on Hypercube concurrent computers and applications Architecture, software, computer systems, and general issues - ◽

10.1145/63047.63111 ◽

1988 ◽

Author(s):

C. L. Cox

Keyword(s):

Divide And Conquer ◽

Reduction Algorithm ◽

Cyclic Reduction

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Mapping onto three classes of parallel machines: a case study using the cyclic reduction algorithm

[1993] Proceedings Seventh International Parallel Processing Symposium ◽

10.1109/ipps.1993.262888 ◽

2002 ◽

Author(s):

G. Saghi ◽

H.J. Siegel ◽

J.L. Gray

Keyword(s):

Parallel Machines ◽

Reduction Algorithm ◽

Cyclic Reduction

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A parallel radix-4 block cyclic reduction algorithm

Numerical Linear Algebra with Applications ◽

10.1002/nla.1909 ◽

2013 ◽

Vol 21 (4) ◽

pp. 540-556 ◽

Cited By ~ 1

Author(s):

M. Myllykoski ◽

T. Rossi

Keyword(s):

Reduction Algorithm ◽

Cyclic Reduction

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A parallel version of the cyclic reduction algorithm on a hypercube

Parallel Computing ◽

10.1016/0167-8191(93)90031-f ◽

1993 ◽

Vol 19 (11) ◽

pp. 1273-1281 ◽

Cited By ~ 13

Author(s):

P Amodio ◽

N Mastronardi

Keyword(s):

Reduction Algorithm ◽

Cyclic Reduction ◽

Parallel Version

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