Difference between revisions of "Template:Tridiagonal SLAE"

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However, presentations of the elimination method [3] often use a different notation and a numbering for the right-hand side and matrix of the system. For instance, the above SLAE can be written as
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However, presentations of the elimination method <ref name="SETKI">A.A. Samarskii, E.S. Nikolaev. Numerical Methods for Grid Equations. Volume 1. Direct Methods. Birkhauser, 1989.</ref> often use a different notation and a numbering for the right-hand side and matrix of the system. For instance, the above SLAE can be written as
  
 
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Latest revision as of 17:54, 3 February 2016

[math] A = \begin{bmatrix} a_{11} & a_{12} & 0 & \cdots & \cdots & 0 \\ a_{21} & a_{22} & a_{23}& \cdots & \cdots & 0 \\ 0 & a_{32} & a_{33} & \cdots & \cdots & 0 \\ \vdots & \vdots & \ddots & \ddots & \ddots & 0 \\ 0 & \cdots & \cdots & a_{n-1 n-2} & a_{n-1 n-1} & a_{n-1 n} \\ 0 & \cdots & \cdots & 0 & a_{n n-1} & a_{n n} \\ \end{bmatrix}, x = \begin{bmatrix} x_{1} \\ x_{2} \\ \vdots \\ x_{n} \\ \end{bmatrix}, b = \begin{bmatrix} b_{1} \\ b_{2} \\ \vdots \\ b_{n} \\ \end{bmatrix} [/math]

However, presentations of the elimination method [1] often use a different notation and a numbering for the right-hand side and matrix of the system. For instance, the above SLAE can be written as

[math] A = \begin{bmatrix} c_{0} & -b_{0} & 0 & \cdots & \cdots & 0 \\ -a_{1} & c_{1} & -b_{1} & \cdots & \cdots & 0 \\ 0 & -a_{2} & c_{2} & \cdots & \cdots & 0 \\ \vdots & \vdots & \ddots & \ddots & \ddots & 0 \\ 0 & \cdots & \cdots & -a_{N-1} & c_{N-1} & -b_{N-1} \\ 0 & \cdots & \cdots & 0 & -a_{N} & c_{N} \\ \end{bmatrix}\begin{bmatrix} y_{0} \\ y_{1} \\ \vdots \\ y_{N} \\ \end{bmatrix} = \begin{bmatrix} f_{0} \\ f_{1} \\ \vdots \\ f_{N} \\ \end{bmatrix} [/math]

(here, N=n-1). If each equation is written separately, then we have

[math]c_{0} y_{0} - b_{0} y_{1} = f_{0}[/math],

[math]-a_{i} y_{i-1} + c_{i} y_{i} - b_{i} y_{i+1} = f_{i}, 1 \le i \le N-1[/math],

[math]-a_{N} y_{N-1} + c_{N} y_{N} = f_{N}[/math].

  1. A.A. Samarskii, E.S. Nikolaev. Numerical Methods for Grid Equations. Volume 1. Direct Methods. Birkhauser, 1989.