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d0001
2003 Oct 01
4
Solving a tridiagonal system
...nal elements of
A as vectors, i.e. a = A[i,i-1], b = A[i,i] and c =
A[i,i+1]. So I have three vectors that define A, along
with a solution vector d. The conventional method of
solving such systems is to use the so-called "Thomas
algorithm", see e.g.
<http://www.enseeiht.fr/hmf/travaux/CD0001/travaux/optmfn/hi/01pa/hyb74/node24.html>.
This is very easy to code, but much more difficult to
"vectorize". Is anyone aware of a library that
contains a fast implementation of this algorithm?
Another alternative is to use backsolve. I can easily
eliminate the lower diagonal a, but I...