Algorithm 859: BABDCR -- a Fortran 90 package for the solution of bordered ABD linear systems. BABDCR is a package of Fortran 90 subroutines for the solution of linear systems with bordered almost block diagonal coefficient matrices. It is designed to handle matrices with blocks of the same size, that is, having a block upper bidiagonal structure with an additional block in the right upper corner. The algorithm implemented in the package performs cyclic reduction of the coefficient matrix in order to reduce the fill-in due to the corner block. (Source:

This software is also peer reviewed by journal TOMS.