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The Computer Journal 1965 8(2):166-175; doi:10.1093/comjnl/8.2.166
© 1965 by British Computer Society
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A computer-oriented description of the Peaceman–Rachford ADI method

W. A. Murray1 * and M. S. Lynn2 §

1 Mathematics Division, National Physical Laboratory, Teddington, Middlesex, UK, 2 IBM Systems Research and Development Center, Kirkeby Center, 10889 Wilshire Boulevard, Los Angeles 23, California, USA

The Peaceman–Rachford ADI technique is a well-known method for solving, say, large-scale sets of linear equations arising out of the numerical solution by difference methods of second-order elliptic and parabolic partial differential equations. The present paper demonstrates how the algorithm can be conveniently arranged for computational purposes, and analyses the problems concerning the use of serial-access auxiliary storage equipment.


* Mathematics Division, National Physical Laboratory, Teddington, Mddx.

§ Now at the IBM Systems Research and Development Center, Kirkeby Center, 10889 Wilshire Boulevard, Los Angeles 23, California.


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