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| A Cyclic Pentadiagonal Solver |
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We've all seen tridiagonal solvers. How about pentadiagonal solvers for a larger 1d stencil or a 2d stencil? Or heptagon solver?
The code matrix_pent.f contains two routines. The first solves the pentadiagonal linear system
ai ui-2 + bi ui-1 + ci ui + di ui+1 + ei ui+2 = fi
The second routine solves a pentadiagonal matrix with nonzero entries in the lower left and upper right corners of the matrix by using the Woodbury formula. Such pentadiagonal forms usually come from periodic boundary conditions.