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New Post: Tridiagonal matrix

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Hi

Although we have a specialized diagonal matrix type, there is none for tridiagonal matrices.

In recent v3 alpha versions, if the matrix is small, I'd start with dense matrices and use a factorization to solve (i.e. Matrix.Solve methods). If it is large then I'd start with a sparse matrix and iterative solvers (i.e. Matrix.SolveIterative methods). If dense you may want to consider using our native provider.

But you may want to do some benchmarks with your specific use case to find out what works best.

Thanks,
Christoph

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