Created
February 21, 2012 11:11
-
-
Save ofan666/1875903 to your computer and use it in GitHub Desktop.
Tridiagonal Matrix Algorithm solver in Python, using Numpy array - http://ofan666.blogspot.com/2012/02/tridiagonal-matrix-algorithm-solver-in.html
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
try: | |
import numpypy as np # for compatibility with numpy in pypy | |
except: | |
import numpy as np # if using numpy in cpython | |
## Tri Diagonal Matrix Algorithm(a.k.a Thomas algorithm) solver | |
def TDMAsolver(a, b, c, d): | |
''' | |
TDMA solver, a b c d can be NumPy array type or Python list type. | |
refer to http://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm | |
''' | |
nf = len(a) # number of equations | |
ac, bc, cc, dc = map(np.array, (a, b, c, d)) # copy the array | |
for it in xrange(1, nf): | |
mc = ac[it]/bc[it-1] | |
bc[it] = bc[it] - mc*cc[it-1] | |
dc[it] = dc[it] - mc*dc[it-1] | |
xc = ac | |
xc[-1] = dc[-1]/bc[-1] | |
for il in xrange(nf-2, -1, -1): | |
xc[il] = (dc[il]-cc[il]*xc[il+1])/bc[il] | |
del bc, cc, dc # delete variables from memory | |
return xc |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
I agree. I appreciate the code snippet, but I would be happier if there was an explicit license. (I'm using this short code too.) Fortunately, it's one of the easiest methods in linear algebra, so it is easy to rewrite.