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linear_algebra/lu_tridiag.m
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function [ud,uo,lo]=lu_tridiag(e,f,g) | |
%Takes main diaganol and diaganol to the top and bottom and make matrix A | |
%and then an Identity matrix B is made. | |
%The matrix A is then turned into the upper matrix while B turns into the | |
%lower matrix in LU decomposition. | |
%The function outputs the main diagnol of the upper matrix and the off | |
%diagnol of the lower and upper matrices. | |
A=diag(e,-1)+ diag(f)+diag(g,1); | |
B=eye(length(f)); | |
for i=1:length(e) | |
x=A(i+1,i)/A(i,i); | |
A(i+1,i)= (-e(i)/f(i))*f(i)+e(i); | |
A(i+1,i+1)= (-x)*g(i)+f(i+1); | |
B(i+1,i)=x; | |
ud(1)=A(1,1); | |
ud(i+1)= A(i+1,i+1); | |
uo(i)=A(i,i+1); | |
lo(i)=B(i+1,i); | |
end | |
end |