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April 13, 2015, 19:00 |
scalar block pentadiagonal solver
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#1 |
Senior Member
Joachim
Join Date: Mar 2012
Location: Paris, France
Posts: 145
Rep Power: 15 |
Hello everyone!
I am looking for a code that would solve a block pentadiagonal system of equations, in which all 5 blocks are diagonal. Basically, I have Ax(i-2) + Bx(i-1) + Cx(i) + Dx(i+1) + Ex(i+2) = F in which x is a vector of dimension N, and A, B, C,... are diagonal matrices of dimension N by N. Would you know an efficient way to solve this system (exact solution)? A fortran code would be perfect, but even if you only have the theory, I'll take it! thank you! Joachim |
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