Transcription of Solving a tridiagonal linear system
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Solving a tridiagonal linear systemMATH2071: Numerical Methods in Scientific Computing jburkardt/classes/math20712020/ trididiagonal linear system has three nonzero stripes . tridiagonal SolutionEfficiently store and solve a tridiagonal system of linear A tridiagonal linear systemA linear systemAx=bis calledtridiagonalif, in thei-th equation, only the coefficientsai,i 1,ai,iandai,i+1are nonzero. The first and last equations will actually only have two nonzero coefficients. The name comesfrom the fact that, if we display the matrix, the nonzero entries fall along three diagonals:a1,1a1,2a2,1a2,2a2,3a3,2a3,3a3 , an 1,n 2an 1,n 1an 1, ,n 1an,nThis special form of a linear system is of interest to us for two reasons: the nonzero matrix entries can be stored using 3nspace rather thann2; the linear system can be solved usingO(n) operations rather thanO(n3);Thus, if we recognize when we ar
can be used to de ne an n n tridiagonal matrix associated with interpolation by cubic splines. The functions A=spline matrix(g) and [a,b,c]=spline sparse matrix(g) return dense and sparse versions of this matrix. In order to manufacture a problem, we choose a simple solution vector x and compute f = Ax. However,
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