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Saturday, March 8, 2014

Fortran Example Code for Solving Cyclic Tridiagonal Matrix

I posted a short program which implements the algorithm presented here.

As an example it calculates the following cyclic tridiagonal system \begin{bmatrix}  -2 &  1 &  0 &  0 &  2 \\  1 &  -2 &  1 &  0 &  0 \\  0 &  1 &  -2 &  1 &  0 \\  0 &  0 &  1 &  -2 &  1 \\  -1 &  0 &  0 &  1 &  -2 \\ \end{bmatrix} x = \begin{bmatrix}  1 \\  2 \\  3 \\  4 \\  5 \\ \end{bmatrix}.

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