lu_tridiag.m

function [ udiag,uoff,loff ] = lu_tridiag(e, f, g)
%lu_tridag Calculates LU-decomposition of a tridiagonal matrix.
%   Calculates the off diagonal matrices of the lower and upper matrix of
%   the LU factorizatin.  

    udiag(1) = f(1);
    
    for k = 2:size(f)
        loff(k, 1) = e(k-1)/udiag(k-1,1);
        udiag(k, 1) = f(k)-loff(k,1)*g(k-1);
    end
    
    uoff = [g;0];

end