Tridiagonal matrices: Invertibility and conditioning (Q1185055): Difference between revisions
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English | Tridiagonal matrices: Invertibility and conditioning |
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Tridiagonal matrices: Invertibility and conditioning (English)
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28 June 1992
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The authors consider conditioning of a tridiagonal matrix \(T\), normalized to have unit diagonal, \(\tau_ 1, \dots, \tau_{n-1}\) on the superdiagonal and \(\sigma_ 1, \dots, \sigma_{n-1}\) on the subdiagonal. The cases \(\sigma_ i \tau_ i > 0\) for all \(i\), and \(\sigma_ i \tau_ i < 0\) for all \(i\), are analyzed in detail. An exact formula for the condition number of a general \(T\) was given by \textit{N. J. Higham} [SIAM J. Sci. Statist. Comput. 7, No. 1, 150-165 (1986; Zbl 0599.65026)].
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invertibility
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conditioning
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tridiagonal matrix
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condition number
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