Abstract

In this paper we present a new efficient algorithm for solving linear recurrence systems with constant coefficients on distributed memory machines and clusters of workstations. The algorithm is based on level 3 and level 1 BLAS (Basic Linear Algebra Subprograms) routines _GEMM and _AXPY. We also discuss its platform-independent implementation with BLACS (Basic Linear Algebra Communication Subprograms) and finally present the results of experiments performed on a cluster of Pentium II computers running under Linux with operating system with MPI (Message-Passing Interface) and compare the results with the performance of a simple divide-and-conquer algorithm proposed in our earlier work.

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