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Tridiagonal Matrix Algorithm Essay

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Tridiagonal matrix algorithm - Wikipedia, the free encyclopedia

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Tridiagonal elmatrix algorithmit financially.

From Wikipedia, the free encyclopedia

The tridiagonal matrix algorithm (TDMA), also known as the Thomas algorithm, is a simplified
form of Gaussian elimination that can be used to solve tridiagonal systems of equations. A
tridiagonal system may be written as

where

and

. In matrix form, this system is written as

For such systems, the solution can be obtained in O(n) operations instead of O(n3) required by
Gaussian elimination. A first sweep eliminates the ai's, and then an (abbreviated) backward
substitution produces the solution. Example of such matrices commonly arise from the discretization
of 1D problems (e.g. the 1D Poisson problem).

Contents
1 Method
1.1 Implementation in C
2 Variants
3 References
4 External links

Method
See the derivation.
The first step consists of modifying the coefficients as follows, denoting the new modified
coefficients with primes:

http://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm

10/6/2007

Tridiagonal matrix algorithm - Wikipedia, the free encyclopedia

Page 2 of 3

This is the forward sweep. The solution is then obtained by back substitution:

Implementation in C
The following C function will solve a general tridiagonal system. Note that the index i here is zero
based, in other words
where n is the number of unknowns.
//Fills solution into x. Warning: will modify c and d!
void TridiagonalSolve(const double *a, const double *b, double *c, double *d, double *x, unsigned int
int i;
//Modify the coefficients.
c[0] = c[0]/b[0];
d[0] = d[0]/b[0];
double id;
for(i = 1; i != n; i++){
id = 1.0/(b[i] - c[i - 1]*a[i]);
c[i] = c[i]*id;
d[i] = (d[i] - a[i]*d[i - 1])*id;
}

//Division by zero risk.

//Division by zero risk.
//Last value calculated is redundant.

//Now back substitute.
x[n - 1] = d[n...

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Tridiagonal Matrix Algorithm. Anti Essays. Retrieved December 13, 2018, from the World Wide Web: http://snehaedu.com/free-essays/Tridiagonal-Matrix-Algorithm-357135.html