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Tuesday, February 21, 2012

Tridiagonal Matrix Algorithm solver in Python with numpy array

try:
import numpypy as np # for compatibility with numpy in pypy
except:
import numpy as np # if using numpy in cpython
## 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
'''
nf = len(a) # number of equations
ac, bc, cc, dc = map(np.array, (a, b, c, d)) # copy the array
for it in xrange(1, nf):
mc = ac[it]/bc[it-1]
bc[it] = bc[it] - mc*cc[it-1]
dc[it] = dc[it] - mc*dc[it-1]
xc = ac
xc[-1] = dc[-1]/bc[-1]
for il in xrange(nf-2, -1, -1):
xc[il] = (dc[il]-cc[il]*xc[il+1])/bc[il]
del bc, cc, dc # delete variables from memory
return xc
view raw TDMAsolver.py hosted with ❤ by GitHub