Non-symbolic algorithms for the inversion of tridiagonal matrices

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摘要

A representation for the entries of the inverse of general tridiagonal matrices is based on the determinants of their principal submatrices. It enables us to introduce, through the linear recurrence relations satisfied by such determinants, a simple algorithm for the entries of the inverse of any tridiagonal nonsingular matrix, reduced as well as unreduced. The numerical approach is preserved here, without invoking the symbolic computation. For tridiagonal diagonally dominant matrices, a scaling transformation on the recurrences allows us to give another algorithm to avoid overflow and underflow.

论文关键词:15A09,15A15,15A29,39A06,65F05,65Y20,Computational complexity,Difference equation,Inverse matrix,Numerical algorithm,Tridiagonal matrix

论文评审过程:Received 20 September 2011, Revised 8 February 2012, Available online 15 May 2012.

论文官网地址:https://doi.org/10.1016/j.cam.2012.05.003