A fast numerical algorithm for the inverse of a tridiagonal and pentadiagonal matrix (Q942361)
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scientific article; zbMATH DE number 5321633
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fast numerical algorithm for the inverse of a tridiagonal and pentadiagonal matrix |
scientific article; zbMATH DE number 5321633 |
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A fast numerical algorithm for the inverse of a tridiagonal and pentadiagonal matrix (English)
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5 September 2008
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An order \(n\) algorithm is given to compute the elements of the inverse of an \(n\times n\) tridiagonal (\(m=3\)) or a pentadiagonal (\(m=5\)) matrix. It is based on an \(m\)-term vector recurrence for the columns of the inverse matrix. This recurrence computes the successive columns of the inverse essentially starting from the last one (\(m=3\)) or from the last two columns (\(m=5\)). The elements of these initializing vectors for the recurrence are themselves computed by a scalar \(m\)-term recurrence.
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tridiagonal matrix
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pentadiagonal matrix
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determinant
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matrix inversion
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algorithm
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