On 05/24/11 00:58, pmamales@nyc.rr.com wrote:
Hi Larry,
Thank you very much for your extended response. I am not sure, will have to think about it, altough this seems right. In appreciation of your effort to help me, let me give you some color: Say I am trying to sove a 3d problem using splitting methods. Lets say that the original system f reference is xyz. One alays ends up to a system of equations in the vectorized reprezentation of the grid (very much like the array where the elements of the ma are stored). Then, when trying to solve the problem in the x direction (while in fortran storage scheme), I obtain a nice tridiagonal system of equations which I can solve very efficiently (using Thomas algorithm which is O(N) ). When I go to the second dimension, the tridiagonal system is hidden (in the original vector). However, in the rotsted yzx system it is there!! [snip] Hi Petros,
Based on your mention of tridiagonal system and some private emails to me, you're using the ADI method. However, Daniel Duffy, author of: http://www.amazon.com/Finite-Difference-Methods-Financial-Engineering/dp/047... expressed some doubts about ADI in this blog: http://www.datasimfinancial.com/forum/viewtopic.php?t=416 I'm a novice about PDE; so, I'd appreciate insight about why ADI seems the better solution for your problem. -regards, Larry