module Algo.Tridiag ( tridiag ) where
import Data.Vector.Unboxed as V
tridiag :: (Vector Double, Vector Double, Vector Double, Vector Double)
-> Vector Double
{-# NOINLINE tridiag #-}
tridiag (as,bs,cs,ds) = V.prescanr' (\(c,d) x' -> d - c*x') 0
$ V.prescanl' modify (0,0)
$ V.zip (V.zip as bs) (V.zip cs ds)
where
modify (c',d') ((a,b),(c,d)) =
let id = 1 / (b - c'*a)
in
id `seq` (c*id, (d-d'*a)*id)