title: Solving a Tridiagonal Matrix using Eigen package in C++
body: <p>At present I have a system <strong>Ax</strong> = <strong>b</strong> such that <strong>A</strong> is a tridiagonal matrix. Using Eigen, I can already solve this system using the line:</p>
  
  <p>x = A.colPivHouseholderQr().solve(b);</p>
  
  <p>However, since <strong>A</strong> is a tridiagonal matrix this works rather slowly compared to say in MATLAB, since the program is mostly likely computing the solution for all values rather than just on the three diagonals. Can Eigen solve this system faster? This is probably quite a dumb questions but I'm fairly new to C++ and I only started using Eigen a few days ago so there's a lot to take in at the moment! Thanks in advance.</p>