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 GNU Scientific Library Reference Manual - Third Edition (v1.12) by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. RossiPaperback (6"x9"), 592 pages, 60 figuresISBN 0954612078RRP £24.95 (\$39.95)

## 13.13 Tridiagonal Systems

The functions described in this section efficiently solve symmetric, non-symmetric and cyclic tridiagonal systems with minimal storage. Note that the current implementations of these functions use a variant of Cholesky decomposition, so the tridiagonal matrix must be positive definite. For non-positive definite matrices, the functions return the error code `GSL_ESING`.

Function: int gsl_linalg_solve_tridiag (const gsl_vector * diag, const gsl_vector * e, const gsl_vector * f, const gsl_vector * b, gsl_vector * x)
This function solves the general N-by-N system A x = b where A is tridiagonal ( N >= 2). The super-diagonal and sub-diagonal vectors e and f must be one element shorter than the diagonal vector diag. The form of A for the 4-by-4 case is shown below,
```A = ( d_0 e_0  0   0  )
( f_0 d_1 e_1  0  )
(  0  f_1 d_2 e_2 )
(  0   0  f_2 d_3 )
```

Function: int gsl_linalg_solve_symm_tridiag (const gsl_vector * diag, const gsl_vector * e, const gsl_vector * b, gsl_vector * x)
This function solves the general N-by-N system A x = b where A is symmetric tridiagonal ( N >= 2). The off-diagonal vector e must be one element shorter than the diagonal vector diag. The form of A for the 4-by-4 case is shown below,
```A = ( d_0 e_0  0   0  )
( e_0 d_1 e_1  0  )
(  0  e_1 d_2 e_2 )
(  0   0  e_2 d_3 )
```
Function: int gsl_linalg_solve_cyc_tridiag (const gsl_vector * diag, const gsl_vector * e, const gsl_vector * f, const gsl_vector * b, gsl_vector * x)
This function solves the general N-by-N system A x = b where A is cyclic tridiagonal ( N >= 3). The cyclic super-diagonal and sub-diagonal vectors e and f must have the same number of elements as the diagonal vector diag. The form of A for the 4-by-4 case is shown below,
```A = ( d_0 e_0  0  f_3 )
( f_0 d_1 e_1  0  )
(  0  f_1 d_2 e_2 )
( e_3  0  f_2 d_3 )
```
Function: int gsl_linalg_solve_symm_cyc_tridiag (const gsl_vector * diag, const gsl_vector * e, const gsl_vector * b, gsl_vector * x)
This function solves the general N-by-N system A x = b where A is symmetric cyclic tridiagonal ( N >= 3). The cyclic off-diagonal vector e must have the same number of elements as the diagonal vector diag. The form of A for the 4-by-4 case is shown below,
```A = ( d_0 e_0  0  e_3 )
( e_0 d_1 e_1  0  )
(  0  e_1 d_2 e_2 )
( e_3  0  e_2 d_3 )
```
 ISBN 0954612078 GNU Scientific Library Reference Manual - Third Edition (v1.12) See the print edition