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Functions | |
| void | thomas_algorithm (std::vector< double > &v, std::vector< double > &a, std::vector< double > &b, std::vector< double > &c, std::vector< double > &f) |
| Implementation of Thomas algorithm for tridiagonal matrices. More... | |
Function Documentation
◆ thomas_algorithm()
| void thomas_algorithm | ( | std::vector< double > & | v, |
| std::vector< double > & | a, | ||
| std::vector< double > & | b, | ||
| std::vector< double > & | c, | ||
| std::vector< double > & | f | ||
| ) |
Implementation of Thomas algorithm for tridiagonal matrices.
Thomas tridiagonal matrix algorithm
- Parameters
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a,b,c,f matrix coefficients in the run-through method v the desired approximation of the function obtained by the run-through method. Has indexes from 1 to n
Definition at line 9 of file ThomasAlgorithm.cpp.
Referenced by BlackScholes::pde_pricer().
