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 ...
Abstract: The solution of tridiagonal linear systems is used in in various fields and plays a crucial role in numerical simulations. However, there is few efficient solver for tridiagonal linear ...
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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