I need to find solutions to a tridiagonal system. By
this I mean a set of linear equations Ax = d where A
is a square matrix containing elements A[i,i-1],
A[i,i] and A[i,i+1] for i in 1:nrow, and zero
elsewhere. R is probably not the ideal way to do this,
but this is part of a larger problem that
SparseM is really intended for arbitrary sparse structure,
for banded structural there are much more efficient methods,
some of which are, if I'm not mistaken, now available in lapack.
url:www.econ.uiuc.edu/~roger/my.htmlRoger Koenker
email [EMAIL PROTECTED]
- diag(vb)
x[diag.num == 1] - va
x[diag.num == -1] - vc
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Date: Wed, 1 Oct 2003 05:56:34 -0700 (PDT)
From: Will Harvey [EMAIL PROTECTED]
To: [EMAIL PROTECTED]
Subject: [R] Solving a tridiagonal system
I need to find solutions to a tridiagonal system. By
this I mean a set of linear equations Ax
diag.num - -outer(seq(vb),seq(vb),-)
x - diag(vb)
x[diag.num == -1] - va
x[diag.num == 1] - vc
From: Gabor Grothendieck [EMAIL PROTECTED]
To: [EMAIL PROTECTED], [EMAIL PROTECTED]
Subject: RE: [R] Solving a tridiagonal system
The following will create a matrix x with given sub diagonal
PROTECTED]
Subject: Re: [R] Solving a tridiagonal system
SparseM is really intended for arbitrary sparse structure,
for banded structural there are much more efficient methods,
some of which are, if I'm not mistaken, now available in lapack.
url: www.econ.uiuc.edu/~roger/my.html
equals i
diag.num - -outer(seq(vb),seq(vb),-)
x - diag(vb)
x[diag.num == -1] - va
x[diag.num == 1] - vc
From: Gabor Grothendieck [EMAIL PROTECTED]
To: [EMAIL PROTECTED],
[EMAIL PROTECTED]
Subject: RE: [R] Solving a tridiagonal system
The following will create a matrix x
