THE FAST APPROXIMATE LU METHOD OF THE SPECIAL TRIDIAGONAL LINEAR SIMULTANEOUS EQUATIONS
一类特殊三对角线性方程组的快速近似追赶法

In the difference methods of the partial differential equations we often meet withthe linear simultaneous equations the coefficient matrix of which is tridiagonal. General-ly, such equations can be solved by the so-called LU method, and the improvement ofcomputational speed of the LU method is of great significance. When constant step difference scheme is applied to the second-order partial differen-tial equations, a feature of the above tri-diagonal matrix shows that the elements bothin the main-diagonal of this matrix are constant and in the two adjacent minor-diagonals are constant. However, this feature has been neglected by the general LUmethod. Just for this purpose, we have, in this paper, derived a fast-approximatealgorithm whose computational speed is about twice as fast as that of the general LUmethod.