Solve a Tridiagonal System of Equations

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Description

This function solves the equation a %*% x = b for x, where a is tridiagonal and b can be either a vector or a matrix.

Usage

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## S3 method for class 'tridiag'
solve(a, b, ...)

Arguments

a

a tridiag object: a square tridiagonal (all zeroes except for the main diagonal and the diagonals immediately above and below it) matrix containing the coefficients of the linear system.

b

a vector or matrix giving the right-hand side(s) of the linear system. If missing, b is taken to be an identity matrix and the function will return the inverse of a.

...

ignored

Details

Uses the LINPACK dgtsv routine.

See Also

solve

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