/// <summary>
/// Tridiagonal matrix multiplication (in place) M * x
/// M = ( diag_0 upper_0 0 0 )
/// ( lower_1 diag_1 upper_1 0 )
/// ( 0 lower_2 diag_2 upper_2 )
/// ( 0 0 lower_3 diag_3 )
/// </summary>
/// <param name="x"></param>
/// <param name="lower"></param>
/// <param name="diag"></param>
/// <param name="upper"></param>
public static unsafe void MultTridiagonal(this double[] x, double[] lower, double[] diag, double[] upper)
{
int n = x.Length;
if (n == 0)
{
return;
}
ArrayCheck.EqualSize(n, x, lower, diag, upper);
fixed(double *px = &x[0], plower = &lower[0], pdiag = &diag[0], pupper = &upper[0])
{
MultTridiagonal(px, n, plower, pdiag, pupper);
}
}
/// <summary>
/// Solve tridiagonal system (in place) M * x = y
/// M = ( diag_0 upper_0 0 0 )
/// ( lower_1 diag_1 upper_1 0 )
/// ( 0 lower_2 diag_2 upper_2 )
/// ( 0 0 lower_3 diag_3 )
/// </summary>
/// <param name="y"></param>
/// <param name="lower"></param>
/// <param name="diag"></param>
/// <param name="upper"></param>
public static unsafe void SolveTridiagonal(this double[] y, double[] lower, double[] diag, double[] upper)
{
int n = y.Length;
if (n == 0)
{
return;
}
ArrayCheck.EqualSize(n, y, lower, diag, upper);
fixed(double *py = &y[0], plower = &lower[0], pdiag = &diag[0], pupper = &upper[0])
{
SolveTridiagonal(py, n, plower, pdiag, pupper);
}
}