Monday, April 21, 2014

Cyclic Tridiagonal Matrices: Review

For reference, I wanted to collect recent posts which let us solve cyclic tridiagonal systems in one place:

(i) Why LU decomposition?
(ii) The Sherman-Morrison formula and LU decomposition, with an example.
(iii) The Thomas algorithm to solve tridiagonal systems
(iv) Finally cyclic tridiagonal systems, with some Fortran code

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