Package org.drip.numerical.linearsolver

Class TridiagonalScheme

java.lang.Object

org.drip.numerical.linearsolver.TridiagonalScheme

Direct Known Subclasses:

NonPeriodicTridiagonalScheme, PeriodicTridiagonalScheme

public abstract class TridiagonalScheme
extends java.lang.Object

TridiagonalScheme exposes the O(n) solver functionality for solving Tridiagonal Matrices. 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

Modifier and Type	Method	Description
R1Tridiagonal	matrix()	Retrieve the Tridiagonal Matrix
double[]	rhsArray()	Retrieve the RHS Array
abstract double[]	solve()	Solve the Tridiagonal System given the RHS

Methods inherited from class java.lang.Object

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

Method Details

matrix

public R1Tridiagonal matrix()

Retrieve the Tridiagonal Matrix

Returns:

Tridiagonal Matrix

rhsArray

public double[] rhsArray()

Retrieve the RHS Array

Returns:

Square Matrix

solve

public abstract double[] solve()

Solve the Tridiagonal System given the RHS

Returns:

The Solution