SOLVEBLOK: A Package for Solving Almost Block Diagonal Linear Systems

Abstract : In spline approximation and in the numerical solution of (systems of) ordinary differential equations, one is eventually faced with linear systems of a rather characteristic, almost block diagonal, form which reflects the underlying geometry of the problems. While these systems could be treated as banded systems, it is more efficient, both in the generation of the systems and in their numerical solution, to work explicitly with their block structure. The report describes a package of FORTRAN routines for the solution of an almost block diagonal system by Gauss elimination with scaled row pivoting. Two examples are given. The first involves the solution of an m-th order ordinary differential equation by collocation. The second example offers a package of routines for the solution of a system of first order ODEs by collection at Lobatto points which is then used on a somewhat tricky reentry problem.