Package org.drip.numerical.matrix

Class R1NonPeriodicTridiagonal

java.lang.Object

org.drip.numerical.matrix.R1Square

org.drip.numerical.matrix.R1Tridiagonal

org.drip.numerical.matrix.R1NonPeriodicTridiagonal

public class R1NonPeriodicTridiagonal
extends R1Tridiagonal

R1NonPeriodicTridiagonal implements a banded R¹ 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 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 = Implementation of R¹ C¹ Matrices

Author:

Lakshmi Krishnamurthy

Method Summary

Modifier and Type	Method	Description
static R1NonPeriodicTridiagonal	Standard(double[][] r2Array)	Construct an Instance of Non-periodic Tridiagonal Matrix

Methods inherited from class org.drip.numerical.matrix.R1Square

add, characteristicPolynomial, conditionNumberL2, defaultConditionNumber, determinant, diagonalEntryArray, eigenize, eigenValueMultiplicityMap, isNormal, isTriangularizable, multiply, multiply, power, qrDecomposition, r1Grid, rqDecomposition, scale, size, spectralRadius, subtract, svd, svdBasedFrobeniusNorm, trace, transpose

Methods inherited from class java.lang.Object

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

Method Details

Standard

public static R1NonPeriodicTridiagonal Standard(double[][] r2Array)

Construct an Instance of Non-periodic Tridiagonal Matrix

Parameters:

r2Array - R² Array

Returns:

Instance of Non-periodic Tridiagonal Matrix