Solving a tridiagonal linear system
way. We sweep down the equations, eliminating variable i from equation i + 1. Then we sweep upwards, solving for variable n, then n 1, ..., until we reach variable 1, and the system has been solved. 3 Tridiagonal solution algorithm Here is an algorithm to solve Ax = b when A is tridiagonal: Algorithm 1 Tridiagonal linear system solver for 1 j n ... ................
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