Package org.drip.numerical.linearsolver

Class PeriodicTridiagonalScheme

java.lang.Object

org.drip.numerical.linearsolver.TridiagonalScheme

org.drip.numerical.linearsolver.PeriodicTridiagonalScheme

Direct Known Subclasses:

RyabenkiiTsynkovScheme, ShermanMorrisonScheme

public abstract class PeriodicTridiagonalScheme
extends TridiagonalScheme

PeriodicTridiagonalScheme implements the O(n) solver for a 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 2^nd 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

• Module = Computational Core Module
• Library = Numerical Analysis Library
• Project = Numerical Quadrature, Differentiation, Eigenization, Linear Algebra, and Utilities
• Package = Linear Algebra Matrix Transform Library

Author:

Lakshmi Krishnamurthy

Method Summary

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

matrix, rhsArray, solve

Methods inherited from class java.lang.Object

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