tridiag.m

数值计算课本中第三章程序源代码

function X = tridiag( A, B )
% Input - A is an N*N nosingular tridiagonal matrix
%       - B is an N*1 matrix
% Ouput - X is an N*1 matrix:the solution of AX = B
N = length(B);
X = zeros(N,1);
b(1) = B(1);
d(1) = A(1,1);
for k = 2:N
    b(k) = B(k) - A(k,k-1)*b(k-1)/d(k-1);
    d(k) = A(k,k) - A(k,k-1)*A(k-1,k)/d(k-1);
end

X(N) = b(N) / d(N);
for k = N-1:-1:1
    X(k) = ( b(k) - A(k,k+1)*X(k+1) )/d(k);
end