Function rgsl::linear_algebra::solve_tridiag

pub fn solve_tridiag(
    diag: &VectorF64, 
    e: &VectorF64, 
    f: &VectorF64, 
    b: &VectorF64, 
    x: &mut 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 )