Question: Part 2 : Solving tridiagonal systems. Consider the solution of linear systems A x = f with f i n R n given, unknown solution
Part : Solving tridiagonal systems. Consider the solution of linear systems
with given, unknown solution and tridiagonal matrix
ddots,ddots,ddots,
with and You will investigate a particular variant of the LUdecomposition tailored
to the tridiagonal structure of
Exercise Assume the ansatz with
i Give an algorithm for the computation of and You may assume that the
algorithm can be executed, ie no division by zero occurs.
Hint: To get an idea, perform the multiplication by hand for
Remark: If is strictly diagonally dominant, ie with then the
algorithm can be executed sufficient condition
ii Give the number of multiplications as well as divisions required by the algorithm in i
iii Show that is invertible.
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