Report Number: CS-TR-69-128
Institution: Stanford University, Department of Computer Science
Title: The method of odd/even reduction and factorization with application to Poisson's equation
Author: Buzbee, B. L.
Author: Golub, Gene H.
Author: Nielson, C. W.
Date: April 1969
Abstract: Several algorithms are presented for solving block tridiagonal systems of linear algebraic equations when the matrices on the diagonal are equal to each other and the matrices on the subdiagonals are all equal to each other. It is shown that these matrices arise from the finite difference approximation to certain elliptic partial differential equations on rectangular regions. Generalizations are derived for higher order equations and non-rectangular regions.
http://i.stanford.edu/pub/cstr/reports/cs/tr/69/128/CS-TR-69-128.pdf