thomas_algorithm: Thomas algorithm for solving tridiagonal linear systems....
In shill1729/numerics: Various numerical methods
Description
Usage
Arguments
Details
Description
Thomas algorithm for tridiagonal linear systems. This can be used to solve
PDEs arising from Feynman-Kac connections.
Usage
1
thomas_algorithm(a, b, c, d)
Arguments
a
lower diagonal of matrix
b
diagonal of matrix
c
upper diagonal of matrix
d
vector on RHS of equation
Details
The algorithm is on wikipedia and quite straightforward.
shill1729/numerics documentation built on April 17, 2021, 6:46 p.m.
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Description Usage Arguments Details
Description
Thomas algorithm for tridiagonal linear systems. This can be used to solve PDEs arising from Feynman-Kac connections.
Usage
1 | thomas_algorithm(a, b, c, d)
|
Arguments
a |
lower diagonal of matrix |
b |
diagonal of matrix |
c |
upper diagonal of matrix |
d |
vector on RHS of equation |
Details
The algorithm is on wikipedia and quite straightforward.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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