trfd.h File Reference

LU factorization of a tridiagonal matrix. More...

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Classes
class	LaTridiagFactDouble
Functions
void	LaTridiagMatFactorize (const LaTridiagMatDouble &A, LaTridiagFactDouble &AF)
void	LaLinearSolve (LaTridiagFactDouble &AF, LaGenMatDouble &X, const LaGenMatDouble &B)

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Detailed Description

LU factorization of a tridiagonal matrix.

Class for the LU factorization of a tridiagonal matrix.

Note: It is unclear whether the design of this class needs a major overhaul. Do not use this unless you are really sure you understand what this class does.

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Function Documentation

void LaTridiagMatFactorize	(	const LaTridiagMatDouble &	A,
		LaTridiagFactDouble &	AF
	)

Calculate the LU factorization of a tridiagonal matrix. Factorizes by dgttrf.

Parameters:

A	The matrix to be factorized. Will be unchanged.
AF	The class where the factorization of A will be stored.

See also:

LaTridiagFactDouble, LaLinearSolve(LaTridiagFactDouble &, LaGenMatDouble &, const LaGenMatDouble &)

void LaLinearSolve	(	LaTridiagFactDouble &	AF,
		LaGenMatDouble &	X,
		const LaGenMatDouble &	B
	)

Solve Ax=b with tridiagonal A and the calculated LU factorization of A as returned by LaTridiagMatFactorize(). Solves by dgttrs.

Parameters:

AF	The LU factorization of the A matrix
X	The matrix that will contain the result afterwards. Size must be correct.
B	The right-hand-side of the equation system Ax=b.