chase.m

在matlab环境下的向前和向后euler算法价偏微分方程问题

function v=chase(A,d,m)
format long
g=zeros(m+1,1);
w=zeros(m,1);
g(1)=d(1)/A(1,1);
w(1)=A(1,2)/A(1,1);
for i=2:m
    g(i)=(d(i)-A(i,i-1)*g(i-1))/(A(i,i)-A(i,i-1)*w(i-1));
    w(i)=A(i,i+1)/(A(i,i)-A(i,i-1)*w(i-1));
end
    g(m+1)=(d(m+1)-A(m+1,m)*g(m))/(A(m+1,m+1)-A(m+1,m)*w(m));
    v(m+1)=g(m+1);
for i=m:-1:1
    v(i)=g(i)-w(i)*v(i+1);
end