The inverses of block tridiagonal matrices

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Publication:2506340





Combining an LU and a UL decomposition of a block tridiagonal matrix a twisted block decomposition of the matrix and an iterative formula for the computation of the block elements of the inverse matrix are derived. Furthermore, considering only the multiplication and division operations a comparison of the computational complexity of the new algorithm with known methods shows theoretically and by numerical experiments that the presented algorithm is superior to other ones. But e.g., the ratio of the computational complexity, \((K^2+6K+6)m^3\) (\(K\) the number of block elements, \(m\) the order of a block) of the new method to the complexity \((2K^2+16K-17)m^3\) of \textit{G. Meurant}'s algorithm [SIAM J. Matrix Anal. Appl. 13, No.~3, 707--728 (1992; Zbl 0754.65029)] increases significantly rather in the numerical examples (from 0.77 to 0.83 for \(N = K,m = 1000\) to \(N = 1500)\) than expected theoretically. Thus, comparisons for examples of significantly higher order than \(N = 1500\) would have been of interest.




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