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Gaussian Elimination for Tridiagonal Systems

Let A be the tridiagonal matrix with main diagonals l,a,u. Let x be the vector of temperatures (unknowns), and let b accumulate the right hand side terms. The system is equivalent to solving A x = b for each time level.

The Algorithm for tridiagonal systems consist of the following steps:
  Gaussian Elimination
Part I: Forward Elimination:
Loop on i from
if , set singularity indicator, exit



End Loop on i

Part II: Back substitution

Loop on i from

End Loop on i


J. C. Diaz