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Banded matrix with dirty off-diagonal triagles

From: Michael Smolsky
Subject: Banded matrix with dirty off-diagonal triagles
Date: Wed, 17 Jun 1998 19:05:12 +0300

Dear Octave users,

        I know, support of sparse matrices in on the waiting list. However, I'm
interested in a particular case, which I would like to implement as an
.oct file, as a temporary solution. Could anyone point me to a free
fortran source of the code I need?

        I need to solve a large sparse system with a banded matrix (i.e. a
matrix, which is zero everywhere except for a few diagonals). Contrary
to the well-examined case, in my problem my matrix also has "dirty"
(non-zero) triangles in the upper-right and lower-left corners of the
matrix. Such a system arizes in the case when a PDE equation has
periodic boundary conditions (the "last" variable is related to the
"first" exactly as the nth one to the n+1st).

        I scaned, but didn't find a standard routine for
inversion of such a matrix, or solution of a system of linear equations
built it.

        Thank you in advance for your help, MSi.

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