trisolveR: Thomas-algorithm for tridiagonal linear systems
In shill1729/pricing: Option pricing engines for (jump)-diffusions
Description
Usage
Arguments
Value
View source: R/tridiagonalSolvers.R
Description
Solve tridiagonal linear systems with the Thomas-algorithm.
Usage
1
Arguments
alpha
lower diagonal
beta
diagonal
delta
upper diagonal
b.vec
target vector
Value
numeric vector
shill1729/pricing documentation built on Jan. 9, 2022, 12:56 a.m.
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Description Usage Arguments Value
View source: R/tridiagonalSolvers.R
Description
Solve tridiagonal linear systems with the Thomas-algorithm.
Usage
1 |
Arguments
alpha |
lower diagonal |
beta |
diagonal |
delta |
upper diagonal |
b.vec |
target vector |
Value
numeric vector
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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