Description Usage Arguments Details Value Note References See Also Examples

Solves tridiagonal linear systems `A*x=rhs`

efficiently.

1 | ```
trisolve(a, b, d, rhs)
``` |

`a` |
diagonal of the tridiagonal matrix |

`b, d` |
upper and lower secondary diagonal of |

`rhs` |
right hand side of the linear system |

Solves tridiagonal linear systems `A*x=rhs`

by applying Givens
transformations.

By only storing the three diagonals, `trisolve`

has memory requirements
of `3*n`

instead of `n^2`

and
is faster than the standard `solve`

function for larger matrices.

Returns the solution of the tridiagonal linear system as vector.

Has applications for spline approximations and for solving boundary value problems (ordinary differential equations).

Gander, W. (1992). Computermathematik. Birkhaeuser Verlag, Basel.

1 2 3 4 5 6 7 8 9 |

pracma documentation built on May 21, 2017, 1:25 a.m.

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