Function rgsl::linear_algebra::solve_tridiag

pub fn solve_tridiag(diag: &VectorF64, e: &VectorF64, f: &VectorF64, b: &VectorF64, x: &VectorF64) -> Value

This function solves the general N-by-N system A x = b where A is tridiagonal (N >= 2). The super-diagonal and sub-diagonal vectors e and f must be one element shorter than the diagonal vector diag. The form of A for the 4-by-4 case is shown below,

A = ( d_0 e_0 0 0 ) ( f_0 d_1 e_1 0 ) ( 0 f_1 d_2 e_2 ) ( 0 0 f_2 d_3 )