Thomas algorithm to solve tridiagonal matrices

May 13, 2012

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Basically sets up an LU decompositionthree parts1) decomposition2) forward substitution3) backward substitution. 1) decompositionloop from rows 2 to nai = ai/bi-1bi = bi-ai*ci-1end loop2) forward substitutionloop from 2 to nri = ri - ai*ri-1end loop. 3) back substitutionxn = rn/bnloop

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Thomas algorithm to solve tridiagonal matrices

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