Function rgsl::linear_algebra::solve_symm_tridiag

pub fn solve_symm_tridiag(
    diag: &VectorF64, 
    e: &VectorF64, 
    b: &VectorF64, 
    x: &mut VectorF64
) -> Value

This function solves the general N-by-N system A x = b where A is symmetric tridiagonal (N >= 2). The off-diagonal vector e must be one element shorter than the diagonal vector diag. The form of A for the 4-by-4 case is shown below,

A = ( d_0 e_0 0 0 ) ( e_0 d_1 e_1 0 ) ( 0 e_1 d_2 e_2 ) ( 0 0 e_2 d_3 )