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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