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solve.tridiag

Solve a Tridiagonal System of Equations


Description

This function solves the equation a %*% x = b for x, where a is tridiagonal and b can be either a vector or a matrix.

Usage

## S3 method for class 'tridiag'
solve(a, b, ...)

Arguments

a

a tridiag object: a square tridiagonal (all zeroes except for the main diagonal and the diagonals immediately above and below it) matrix containing the coefficients of the linear system.

b

a vector or matrix giving the right-hand side(s) of the linear system. If missing, b is taken to be an identity matrix and the function will return the inverse of a.

...

ignored

Details

Uses the LINPACK dgtsv routine.

See Also


tis

Time Indexes and Time Indexed Series

v1.38
Unlimited
Authors
Jeff Hallman <jeffhallman@gmail.com>
Initial release

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