PaScaL_TDMA provides an efficient and scalable computational procedure to solve many tridiagonal systems in multi-dimensional partial differential equations. The modified Thomas algorithm proposed by ...
We put forward and prove a simple theorem stating that the eigenvalues of a tridiagonal matrix change their sign (as a set), once the signs of the diagonal elements of the matrix are changed. We also ...
This paper develops an algorithm to calculate the Brownian multivariate normal probability subject to any preset error tolerance criteria. The algorithm is founded ...
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