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lines changed Original file line number Diff line number Diff line change @@ -143,17 +143,17 @@ in the following equation for the modified main diagonal
143143$$
144144\hat{b}_i = h_i
145145 + g_{i - 1} - \frac{g_{i-1}^2}{h_{i - 1} + g_{i - 2} + g_{i - 1}}
146- + g_{i + 1} - \frac{g_{i+1} ^2}{h_{i + 1} + g_{i} + g_{i + 1}}.
146+ + g_i - \frac{g_i ^2}{h_{i + 1} + g_{i} + g_{i + 1}}.
147147$$
148148Using this expression can potentially result in catastrophic cancellation errors and overflows if
149149$g_ {i - 1}$ or $g_ {i + 1}$ are very large.
150150To improve its stability, this expression can be rewritten as
151151$$
152152\hat{b}_i = h_i
153153 + h_{i - 1} \frac{g_{i - 1}}{h_{i - 1} + g_{i - 2} + g_{i - 1}}
154- + h_{i + 1} \frac{g_{i + 1} }{h_{i + 1} + g_i + g_{i + 1}}
155- + g_{i - 2 } \frac{g_{i - 1 }}{h_{i - 1} + g_{i - 2} + g_{i - 1}}
156- + g_i \frac{ g_{i + 1}}{h_{i + 1} + g_i + g_{i + 1}}.
154+ + h_{i + 1} \frac{g_i }{h_{i + 1} + g_i + g_{i + 1}}
155+ + g_{i - 1 } \frac{g_{i - 2 }}{h_{i - 1} + g_{i - 2} + g_{i - 1}}
156+ + g_{i + 1} \frac{g_i }{h_{i + 1} + g_i + g_{i + 1}}.
157157$$
158158This equation can be shown to be in the form
159159$$
164164\begin{aligned}
165165\hat{h}_i &= h_i
166166 + h_{i - 1} \frac{g_{i - 1}}{h_{i - 1} + g_{i - 2} + g_{i - 1}}
167- + h_{i + 1} \frac{g_{i + 1} }{h_{i + 1} + g_i + g_{i + 1}}, \\
168- \hat{g}_i &= g_i \frac{ g_{i + 1}}{h_{i + 1} + g_i + g_{i + 1}}.
167+ + h_{i + 1} \frac{g_i }{h_{i + 1} + g_i + g_{i + 1}}, \\
168+ \hat{g}_i &= g_{i + 1} \frac{g_i }{h_{i + 1} + g_i + g_{i + 1}}.
169169\end{aligned}
170170$$
171171These two equations form the basis of stable (parallel) cyclic reduction for diffusion problems.
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