A Massively Parallel Algorithm for Compact Finite Difference Schemes

A compact scheme is a discretization scheme that is advantageous in obtaining highly accurate solutions. However, the resulting systems from compact schemes are tridiagonal systems that are difficult to solve efficiently on parallel computers. Considering the almost symmetric Toeplitz structure, a parallel algorithm, simple parallel prefix (SPP), is proposed. The SPP algorithm consists of prefix communications and AXPY computations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study has been conducted to provide a simple truncation formula. Experimental results have been measured on a MasPar MP-1 SIMD machine and on a Cray 2 vector machine. Experimental results show that the simple parallel prefix algorithm is a good algorithm for symmetric, almost symmetric Toeplitz tridiagonal systems and for the compact scheme on high-performance computers.