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Tridiagonal Matrix Algorithm solver in Python. I've modified the code from cbellei so, it works with python 3.0+ and implemented the use of jit to increase the speed.
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import numpy as np | |
from numba import jit, f8 | |
## Tri Diagonal Matrix Algorithm(a.k.a Thomas algorithm) solver | |
@jit(f8[:] (f8[:],f8[:],f8[:],f8[:] )) | |
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 | |
and to http://www.cfd-online.com/Wiki/Tridiagonal_matrix_algorithm_-_TDMA_(Thomas_algorithm) | |
''' | |
nf = len(d) # number of equations | |
ac, bc, cc, dc = map(np.array, (a, b, c, d)) # copy arrays | |
for it in range(1, nf): | |
mc = ac[it-1]/bc[it-1] | |
bc[it] = bc[it] - mc*cc[it-1] | |
dc[it] = dc[it] - mc*dc[it-1] | |
xc = bc | |
xc[-1] = dc[-1]/bc[-1] | |
for il in range(nf-2, -1, -1): | |
xc[il] = (dc[il]-cc[il]*xc[il+1])/bc[il] | |
return xc |
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