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 ...
ABSTRACT: In the current article we propose a new efficient, reliable and breakdown-free algorithm for solving general opposite-bordered tridiagonal linear systems. An explicit formula for computing ...
ABSTRACT: In the current article we propose a new efficient, reliable and breakdown-free algorithm for solving general opposite-bordered tridiagonal linear systems. An explicit formula for computing ...
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 ...
This paper develops an algorithm to calculate the Brownian multivariate normal probability subject to any preset error tolerance criteria. The algorithm is founded ...
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