Skip to main content

thomas_algorithm

Function thomas_algorithm 

Source
pub fn thomas_algorithm(a: &[f64], b: &[f64], c: &[f64], d: &[f64]) -> Vec<f64>
Expand description

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