ABSTRACT

This matrix is sparse and band-diagonal (band = 5). The matrix does not require storage of order N2; instead, storage of order N is adequate. To obtain the solution, first, matrix A is factorized as A = PLQ, where P is a permutation matrix, L is a lower triangular matrix with at most two non-zero sub-diagonal elements per column, and Q is an upper triangular band matrix with four super-diagonals. The factorization is obtained by Gaussian elimination with partial pivoting. After factorization, the solution vector is calculated for different values of w. The computation time required is of order N.