Cyclic Reduction for Tridiagonal Systems of Equations with Interval Coefficients on Vector Computers
Hartmut Schwandt · SIAM Journal on Numerical Analysis · 1989
nterval arithmetic versions of cyclic reduction algorithms are introduced for tridiagonal systems of equations with interval coefficients on vector computers. Similarly to the solution of noninterval problems, cyclic reduction is used to replace the recursive Gauss algorithm by a method with some parallelism. Interval arithmetic methods require the discussion of properties which are unknown or irrelevant for the usual real floating-point methods. In addition, the vectorization and the numerical behaviour of interval cyclic reduction differ from those of corresponding noninterval methods. Results of numerical experiments on a CRAY X-MP/24 are included.