On inverses of tridiagonal matrices
The inversion of a tridiagonal matrix \(A\) is considered. It is assumed that the diagonal and the superdiagonal elements are nonzero. After rescaling of the rows, it can be assumed that the superdiagonal elements are all equal to 1. Call the diagonal elements of the rescaled matrix \(\alpha_i\) and the subdiagonal elements \(\beta_i\). Then its LU factorization gives bidiagonal factors with ones on the diagonal of \(U\), \(\beta\)'s on the subdiagonal of \(L\), while the diagonal of \(L\) and the superdiagonal of \(U\) can be expressed as ratios of \(\gamma_i\) which can be obtained by a simple recursion from the \(\beta\)'s and \(\alpha\)'s. The \(\beta\)'s and \(\gamma\)'s are used to find first explicit expressions for the elements in the inverses \(U^{-1}\) and \(L^{-1}\) and eventually for the elements of \(A^{-1}=U^{-1}L^{-1}\).
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