Currently, eig and similar throw no method eigfact when applied to these types of matrices. We should be able to provide efficient LAPACK-based solvers for these types. For Tridiagonal, we can exploit ...
Abstract: The solution of tridiagonal linear systems is used in in various fields and plays a crucial role in numerical simulations. However, there is few efficient solver for tridiagonal linear ...
This paper develops an algorithm to calculate the Brownian multivariate normal probability subject to any preset error tolerance criteria. The algorithm is founded ...
PyTDMA stands for Python TriDiagonal Matrix Algorithm. PyTDMA is a short and sweet module with only a single function, designed to do exactly what it says it does.
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