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Thomas Algorithm

Thomas Algorithm Numerical Solution

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Hiro Nakamura
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134 views

Thomas Algorithm

Thomas Algorithm Numerical Solution

Uploaded by

Hiro Nakamura
Copyright
© © All Rights Reserved
Available Formats
Download as PDF or read online on Scribd
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Tridiagonal Matrix Algorithm A system of simultaneous algebraic equations with nonzero coefficients only on the main diagonal, the lower diagonal, and the upper diagonal is called a tridiagonal system of equations. Consider a tridiagonal system of N equations with N unknowns, 11, u2, 3, --- uy as given below: boa uy d, a, by tr U2 a, a3 bs ca 43 ds = : a) ay-1 by-1 en-a uy-1 dy ay by uN dy A standard method for solving a system of linear, algebraic equations is gaussian elimination Thomas’ algorithm, also called TriDiagonal Matrix Algorithm (TDMA) is essentially the result of applying gaussian elimination to the tridiagonal system of equations. The i” equation in the system may be written as au + Buu; + Cian = di Q) where a1 =0 and cy = 0. Looking at the system of equations, we see that #” unknown can be expressed as a function of (i+ 1)"" unknown. That is ur = Print + Qi @) Pius + Qin @) uit where 2; and Qj are constants. Note that if all the equations in the system are expressed in this fashion, the coefficient matrix of the system would transform to a an upper triangular matrix. To determine the constants P; and Q;, we plug equation (4) in (2) to yield aj PiU; + ai Qin + Bis + cis d (bi + ai Padua + crus, = di — aiQi-n =<; di — a,Qi-1 OS Beata train (3) Comparing equations (3) and (5), we obtain -ci di = GQi-1 Re, owe bi + ajPint b+ aiPim bs These are the recurring relations for the constants P and Q. It shows that P. can be calculated if P_1 is known. To start the computation, we use the fact that a1 = 0. Now, Pi and Qi can be easily calculated because terms involving Fy and Qo vanish. Therefore, =e dy Bi Oe A= a Once the values of P; and Q; are known, we can use the recurring expressions for P; and Q; for all values of i Now, to start the back substitution, we use the fact that cy = 0. As a consequence, from equation (6), we have Py =0, which results in uy = Qy. Once the value of uy is known we use equation (3) to obtain uy—1, uy—2, --- U1.

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