Solving a Tridiagonal Matrix Using Cholesky and Thomas Methods

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In summary: However, the Cholesky method can also be used to solve this system of equations. In summary, the Cholesky method can be used to solve systems of equations, even if the leading diagonal entries are not all the same. Additionally, the Thomas method can also be used to solve tridiagonal systems of equations, including the one shown in the example. Both methods can be used to solve the given system of equations.
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fonseh
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Homework Statement


For the choelsky method , i was told by my lecturer that all the leading diagonal a11 , a22 and a33 must be the same... But , when I tried to find online resources , I found that that it's not stated in the rule that the leading diagonal a11 , a22 and a33 must be the same ...
5x1 + 2x2 = 2
2x1 + 5x2 + 2x3 = 2
2x2 + 5x3 = 8
In this example , I was told that it can't be solved by Thomas method ( can only be solved by Cholesky method) although the a13 and a31 = 0 ... ( According to Thomas method , the matrix a13 and a31 must be 0 )
$$\begin{bmatrix}
5 & 2& 0 & 2 \\
2 & 2 & 2 & 2 \\
0 & 2 & 5 & 8
\end {bmatrix} $$

https://en.wikipedia.org/wiki/Cholesky_decomposition

https://en.wikipedia.org/wiki/Tridiagonal_matrix_algorithm

Homework Equations

The Attempt at a Solution

So , I think that my lecture's is wrong . I think for Cholesky method that the a11 , a22 and a33 can or cannot be the same ..

I think the above equation can also be solved by Thomas method [/B]
 
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since it is a tridiagonal matrix and a13 and a31 = 0 . The Thomas method is an algorithm for solving tridiagonal systems of equations. A tridiagonal matrix is a matrix that has nonzero entries only on the main diagonal, the first diagonal below this, and the first diagonal above the main diagonal. So, a tridiagonal matrix must have a13 and a31 equal to 0.
 

1. What is a tridiagonal matrix?

A tridiagonal matrix is a square matrix with non-zero elements only on the main diagonal, the diagonal immediately above the main diagonal, and the diagonal immediately below the main diagonal.

2. What is the Cholesky method for solving a tridiagonal matrix?

The Cholesky method is an efficient algorithm for solving a tridiagonal matrix that uses the Cholesky decomposition, which transforms the matrix into a product of a lower triangular matrix and its transpose. The resulting system of equations is then solved using forward and backward substitution.

3. What is the Thomas method for solving a tridiagonal matrix?

The Thomas method, also known as the tridiagonal algorithm, is another efficient algorithm for solving a tridiagonal matrix. It involves using forward and backward elimination to reduce the matrix to an upper triangular form, and then solving the resulting system of equations using back substitution.

4. When should I use the Cholesky method and when should I use the Thomas method?

The Cholesky method is generally more efficient for solving symmetric tridiagonal matrices, while the Thomas method is more efficient for solving non-symmetric tridiagonal matrices. It is recommended to use the Cholesky method when possible, as it has a lower computational cost.

5. Are there any limitations to using the Cholesky and Thomas methods for solving tridiagonal matrices?

Both the Cholesky and Thomas methods require the matrix to be tridiagonal, so they cannot be used for general matrices. Additionally, the Cholesky method can only be used for positive definite matrices, while the Thomas method can only be used for non-singular matrices.

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