A simple parallel prefix 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 requires less memory than the conventional LU decomposition and is highly efficient on parallel machines. It consists of a prefix communication pattern and AXPY operations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study was conducted to provide a simple truncation formula. Experimental results were 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 the compact scheme on high-performance computers.