This method emerges as a simplification of an LU factorization of a tridiagonal matrix.
Saying that A = LU and applying Doolittle where Lii = 1 for i = 1 to n, we get:
As far as making the sweep from k = 2 to n leads to the following:
If LUx=r and Ux=d so Ld=r, then:
After a progressive sustitution we have :
Solving Ux=d afron the regressive sustitution:
