An explicit inversion formula for tridiagonal matrices

MaRDI QIDQ2765624zbMATH OpenFDO

Authors Takuya Tsuchiya, Qing Fang

Publication date 8 January 2003

zbMATH Keywords

error analysisexplicit inversion formulafinite difference methodnumerical experimentstridiagonal matricestwo-point boundary value problem

Mathematics Subject Classification ID

Theory of matrix inversion and generalized inverses (15A09) Linear boundary value problems for ordinary differential equations (34B05) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12) Error bounds for numerical methods for ordinary differential equations (65L70)

Review text

Consider a real tridiagonal matrix \(\overline A=(\overline a_{ij}), \overline a_{ii}=a_i+b_i+a_{i+1}\), \(\overline a_{i,i-1}=-a_i\), \(\overline a_{i,i+1}=-a_{i+1}\). An explicit inversion formula for the matrix \(A\) is derived by using the inversion formula given by \textit{T. Yamamoto} and \textit{Y. Ikeba} [Linear Algebra Appl. 24, 105-111 (1979; Zbl 0408.15004)]. The matrix \(A\) is associated with with the discretization of a two-point boundary value problem \(-(p(x)u'(x))'+r(x)u(x)=f(x)\) in \((a,b)\), \(u(a)=u(b)\), where \((a, b)\subset R\). \(p, q, r\) are functions, \(p\in C^2[a, b]\), \(p(x)\geq\delta >0\), \(\delta\) is a constant, and \(q, r\in L^{\infty}(a, b)\). Numerical experiments present that the usage of the derived inversion formula enables a systematic error analysis when discretizing this two-point boundary value problem by using the finite difference method of \textit{G. H. Shortley} and \textit{R. Weller} [J. Appl. Phys. 9, 334-344 (1938; Zbl 0019.03801)]. For the entire collection see [Zbl 0973.00063].

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Cited in

(10)

• Estimates for the inverse of tridiagonal matrices arising in boundary- value problems
• The invertibility of a class of tridiagonal matrices
• Explicit inverse of a tridiagonal (p, r)-Toeplitz matrix
• Inverses of tridiagonal matrices under simple perturbations
• INVERSION FORMULAS FOR TRIDIAGONAL MATRICES WITH APPLICATIONS TO BOUNDARY VALUE PROBLEMS^*
• On the explicit inverse and conditioning of a tridiagonal matrix
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• Analytical inversion of symmetric tridiagonal matrices
• Explicit matrix inverses for lower triangular matrices with entries involving continuous \(q\)-ultraspherical polynomials
• The inverse of a tridiagonal matrix

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