Tridiagonal matrix algorithm

In numerical linear algebra, the tridiagonal matrix algorithm, also known as the Thomas algorithm (named after Llewellyn Thomas), is a simplified form of Gaussian elimination that can be used to solve tridiagonal systems of equations. A tridiagonal system for n unknowns may be written as where and .

Comment
enIn numerical linear algebra, the tridiagonal matrix algorithm, also known as the Thomas algorithm (named after Llewellyn Thomas), is a simplified form of Gaussian elimination that can be used to solve tridiagonal systems of equations. A tridiagonal system for n unknowns may be written as where and .
Has abstract
enIn numerical linear algebra, the tridiagonal matrix algorithm, also known as the Thomas algorithm (named after Llewellyn Thomas), is a simplified form of Gaussian elimination that can be used to solve tridiagonal systems of equations. A tridiagonal system for n unknowns may be written as where and . For such systems, the solution can be obtained in operations instead of required by Gaussian elimination. A first sweep eliminates the 's, and then an (abbreviated) backward substitution produces the solution. Examples of such matrices commonly arise from the discretization of 1D Poisson equation and natural cubic spline interpolation. Thomas' algorithm is not stable in general, but is so in several special cases, such as when the matrix is diagonally dominant (either by rows or columns) or symmetric positive definite; for a more precise characterization of stability of Thomas' algorithm, see Higham Theorem 9.12. If stability is required in the general case, Gaussian elimination with partial pivoting (GEPP) is recommended instead.
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Tridiagonal matrix algorithm
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Block matrix
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Category:Numerical linear algebra
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Diagonally dominant
Gaussian elimination
Llewellyn Thomas
Numerical linear algebra
Numerical stability
Partial pivoting
Periodic boundary conditions
Poisson equation
Poisson equation discretized into block tridiagonal
Sherman–Morrison formula
Spline interpolation
Symmetric positive definite
Tridiagonal matrix
Visual Basic for Applications
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Algoritmo de Thomas
Algoritmo di soluzione dei sistemi tridiagonali
Algoritmo para matrices tridiagonales
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Thomas-Algorithmus
Tridiagonale-matrix-algoritme
Tridiagonal matris algoritması
Метод прогонки
Метод прогонки
त्रिविकर्णिक आव्यूह कलनविधि
三对角矩阵算法
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Category:Articles with example BASIC code
Category:Numerical linear algebra
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