A fast numerical algorithm for the inverse of a tridiagonal and pentadiagonal matrix (Q942361): Difference between revisions

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.