Re: tridiagonal matrix solver

[Juan Pablo Carbajal]

On Fri, Oct 7, 2011 at 8:40 AM, asha g <address@hidden> wrote:
> Can some one point me in the direction of a fast tridiagonal matrix solver
> in octave -
> Thanks
> Asha G
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> Goals too clearly defined can become blinkers.
> Mary Catherine Bateson
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In the same level of details of your question:

Use sparse representation and inv
> M = sparse(N,N);
...
**here you assemble your matrix**
...
> x = inv(M)*r

There is also gmres if your inverse is not sparse anymore.


-- 
M. Sc. Juan Pablo Carbajal
-----
PhD Student
University of Zürich
http://ailab.ifi.uzh.ch/carbajal/