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Tridiagonal Algoritm

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Giupo

Giupo

Programmer
Mar 4, 2008
2
IT
I need to solve a tridiagonal linear sistem of partial differential equations using the tridiagonal algoritm. I used that described in "Numerical Recipes", but I think it doesn't work very well. I'm looking for an alternative solving way.

Thank you
 
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Have you tried a google search? Seems to be lots of hits.
 
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The book "Introduction to Fortran 90 for Scientists and Engineers" has also an example and FORTRAN code for solving tridiagonal system. You can check it.
 
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The easiest way is the Thomas Algorithm. You basically sweep down the i-1 diagonal by using the i (main) diagonal. Then back substitute when you get to the bottom.

They are quite easy to code once you get a pseudo-code going of what you need to do.
 
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