python生成三对角矩阵_追赶法求解三对角矩阵（C/C++/python/matlab/Fortran 90）

追赶法求解过程

import numpy as np

## Tri Diagonal Matrix Algorithm(a.k.a Thomas algorithm) solver

def TDMAsolver(a, b, c, d):

'''

TDMA solver, a b c d can be NumPy array type or Python list type.

refer to http://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm

and to http://www.cfd-online.com/Wiki/Tridiagonal_matrix_algorithm_-_TDMA_(Thomas_algorithm)

'''

nf = len(d) # number of equations

ac, bc, cc, dc = map(np.array, (a, b, c, d)) # copy arrays

for it in range(1, nf):

mc = ac[it-1]/bc[it-1]

bc[it] = bc[it] - mc*cc[it-1]

dc[it] = dc[it] - mc*dc[it-1]

xc = bc

xc[-1] = dc[-1]/bc[-1]

for il in range(nf-2, -1, -1):

xc[il] = (dc[il]-cc[il]*xc[il+1])/bc[il]

return xc

例如：