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Any specialized way to solve tridiagonal equations?

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jamadagni
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I am not a maths expert but I am told that a tridiagonal system of equations has a special quick method for solving compared to other (dense?) matrices. Does Eigen provide such a method?

I searched the documentation but apart from this page which seems to talk about something called tridiagonal decomposition (which I am not sure is exactly what, but it certainly doesn't seem to itself be a method for solving equations), I am not sure whether tridiagonal solving is discussed. I also saw this post (which apparently resulted in this bug report) I do not find anything.

Any help is appreciated. Thanks.


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