【数值分析】追赶法解三对角方程组，matlab实现

追赶法

设三对角矩阵 $A$ ，如果存在Doolittle分解，则有
$$A=\left[\begin{array}{ccccc}{a}_1& c_1& & & \\ b_2& a_2& c_2& & \\ & \ddots & \ddots & \ddots & \\ & & b_{n-1}& a_{n-1}& c_{n-1}\\ & & & b_n& a_n\end{array}\right]$$

$$LU=A=\left[\begin{array}{ccccc}1& & & & \\ p_2& 1& & & \\ & p3& 1& & \\ & & \ddots & \ddots & \\ & & & p_n& 1\end{array}\right]\left[\begin{array}{ccccc}{q}_1& c_1& & & \\ & q_2& c_2& & \\ & & \ddots & \ddots & \\ & & & q_{n-1}& c_{n-1}\\ & & & & q_n\end{array}\right]$$

步骤：
$$\begin{array}{rl}{q}_1=& a_1\\ & \\ p_i=& \frac{b_i}{q_{i-1}},i=2,3,\cdots n,我自己除以我上面\\ & \\ q_i=& a_i-p_i{c}_{i-1},我自己减去我左边乘以我上面\end{array}$$
$$\{\begin{array}{l}Ly=b\\ Ux=y\end{array}$$
$$\begin{array}{rl}{y}_1=& b_1\\ & \\ y_i=& b_i-p_i\cdot y_{i-1},i=2,3,\cdots ,n\end{array}$$
$$\begin{array}{rl}{x}_n=& \frac{y_n}{q_n}\\ & \\ x_i=& (y_i-c_i\cdot x_{i+1})/q_i,i=n-1,\cdots ,2,1\end{array}$$

[!example]-
$$A=\left[\begin{array}{ccccc}2& 2& & & \\ -1& 1& 2& & \\ & -1& 1& 2& \\ & & -1& 1& 2\\ & & & -1& 1\end{array}\right],b=\left[\begin{array}{c}6\\ 7\\ 9\\ 11\\ 1\end{array}\right]$$
解：
$$\left[\begin{array}{ccccc}2& 2& & & \\ -\frac{1}{2}& 1-(-\frac{1}{2})\cdot 2=2& 2& & \\ & -\frac{1}{2}& 2& 2& \\ & & -\frac{1}{2}& 2& 2\\ & & & -\frac{1}{2}& 2\end{array}\right]$$
写成LU的形式
$$L=\left[\begin{array}{ccccc}1& & & & \\ -1/2& 1& & & \\ & -1/2& 1& & \\ & & -1/2& 1& \\ & & & -1/2& 1\end{array}\right],U=\left[\begin{array}{ccccc}2& 2& & & \\ & 2& 2& & \\ & & 2& 2& \\ & & & 2& 2\\ & & & & 2\end{array}\right]$$
$Ly=b$
$$\left[\begin{array}{ccccc}1& & & & \\ -1/2& 1& & & \\ & -1/2& 1& & \\ & & -1/2& 1& \\ & & & -1/2& 1\end{array}\right]\left[\begin{array}{c}{y}_1\\ y_2\\ y_3\\ y_4\\ y_5\end{array}\right]=\left[\begin{array}{c}6\\ 7\\ 9\\ 11\\ 1\end{array}\right]\to \{\begin{array}{l}{y}_1=6\\ -y_1/2+y_2=7\to y_2=10\\ -y_2/2+y_3=9\to y_2=14\\ -y_3/2+y_4=11\to y_3=18\\ -y_4/2+y_5=1\to y_5=10\end{array}$$
$Ux=y$
$$\left[\begin{array}{ccccc}2& 2& & & \\ & 2& 2& & \\ & & 2& 2& \\ & & & 2& 2\\ & & & & 2\end{array}\right]\left[\begin{array}{c}{x}_1\\ x_2\\ x_3\\ x_4\\ x_5\end{array}\right]=\left[\begin{array}{c}6\\ 10\\ 14\\ 18\\ 10\end{array}\right]\to \left[\begin{array}{c}1\\ 2\\ 3\\ 4\\ 5\end{array}\right]$$

matlab编程实现

%% 追赶法例子
a = [2 1 1 1 1];
b = [0 -1 -1 -1 -1];
c = [2 2 2 2 0];
B = [6 7 9 11 1];
x = tridiagSolver(a,b,c,B,5)
A = diag(a)+diag(repmat([-1],1,4), -1)+ diag(repmat([2],1,4),1)
A*x'

%% 追赶法解三对角线性方程组 傻逼版
% 输入主对角元素向量，下次对角元素向量，上次对角元素向量，方程右边的向量，阶数
function x = tridiagSolver(a,b,c,B,n)
    q(1) = a(1)
    for i = 2:n
        p(i) = b(i)/q(i-1)
        q(i) = a(i)-p(i)*c(i-1)
    end
    y(1) = B(1)
    for i = 2:n
        y(i) = B(i)-p(i)*y(i-1)
    end
    x(n) = y(n)/q(n)
    for i = n-1:-1:1
        x(i)=(y(i)-c(i)*x(i+1))/q(i)
    end
end