Module tridiagonal 

The Thomas algorithm: direct O(n) solve of a tridiagonal system.

Functions

thomas_algorithm

Solves a tridiagonal system A x = d where a is the sub-diagonal (a[i-1] multiplies x[i-1] in row i), b the diagonal and c the super-diagonal (c[i] multiplies x[i+1] in row i). https://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm