Package org.drip.numerical.linearsolver

Class NonPeriodicTridiagonalScheme

java.lang.Object
org.drip.numerical.linearsolver.TridiagonalScheme
org.drip.numerical.linearsolver.NonPeriodicTridiagonalScheme
public class NonPeriodicTridiagonalScheme
extends TridiagonalScheme
NonPeriodicTridiagonalScheme implements the O(n) solver for a Non-Periodic Tridiagonal Matrix. The References are:

  • Batista, M., and A. R. A. Ibrahim-Karawia (2009): The use of Sherman-Morrison-Woodbury formula to solve cyclic block tridiagonal and cyclic block penta-diagonal linear systems of equations Applied Mathematics of Computation 210 (2) 558-563
  • Datta, B. N. (2010): Numerical Linear Algebra and Applications 2nd Edition SIAM Philadelphia, PA
  • Gallopoulos, E., B. Phillippe, and A. H. Sameh (2016): Parallelism in Matrix Computations Spring Berlin, Germany
  • Niyogi, P. (2006): Introduction to Computational Fluid Dynamics Pearson London, UK
  • Wikipedia (2024): Tridiagonal Matrix Algorithm https://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm




Author:
Lakshmi Krishnamurthy

  • Method Summary

    Modifier and Type Method Description
    double[] forwardSweepBackSubstitution()
    Solve the Strictly Tridiagonal System given the RHS
    double[] solve()
    Solve the Tridiagonal System given the RHS
    static NonPeriodicTridiagonalScheme Standard​(double[][] r2Array, double[] rhsArray)
    Make a Standard Instance of NonPeriodicTridiagonalScheme

    Methods inherited from class org.drip.numerical.linearsolver.TridiagonalScheme

    matrix, rhsArray

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Method Details

    • Standard

      public static NonPeriodicTridiagonalScheme Standard​(double[][] r2Array, double[] rhsArray)
      Make a Standard Instance of NonPeriodicTridiagonalScheme
      Parameters:
      r2Array - R2 Array
      rhsArray - RHS Array
      Returns:
      Standard Instance of NonPeriodicTridiagonalScheme

    • forwardSweepBackSubstitution

      public double[] forwardSweepBackSubstitution()
      Solve the Strictly Tridiagonal System given the RHS
      Returns:
      The Solution

    • solve

      public double[] solve()
      Solve the Tridiagonal System given the RHS
      Specified by:
      solve in class TridiagonalScheme
      Returns:
      The Solution