Package org.drip.numerical.matrix

Class R1Tridiagonal

java.lang.Object

org.drip.numerical.matrix.R1Square

org.drip.numerical.matrix.R1Tridiagonal

Direct Known Subclasses:

R1NonPeriodicTridiagonal, R1PeriodicTridiagonal

public abstract class R1Tridiagonal
extends R1Square

R1Tridiagonal abstracts the R¹ Tridiagonal Matrix based on Periodic/non-Periodic setup. 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

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, Standard, subtract, svd, svdBasedFrobeniusNorm, trace, transpose

Methods inherited from class java.lang.Object

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