Tridiag.m

function x = Tridiag(e,f,g,r)
% Tridiag: Tridiagonal equation solver banded system
%   x = Tridiag(e,f,g,r): Tridiagonal system solver.
% input:
%   e = subdiagonal vector
%   f = diagonal vector
%   g = superdiagonal vector
%   r = right hand side vector
% output:
%   x = solution vector
n=length(f);
% forward elimination
for k = 2:n
  factor = e(k)/f(k-1);
  f(k) = f(k) - factor*g(k-1);
  r(k) = r(k) - factor*r(k-1);
end
% back substitution
x(n) = r(n)/f(n);
for k = n-1:-1:1
  x(k) = (r(k)-g(k)*x(k+1))/f(k);
end