Tridiagonal Matrix Algorithm solver in Python, using Numpy array - http://ofan666.blogspot.com/2012/02/tridiagonal-matrix-algorithm-solver-in.html

TDMAsolver.py

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