Tridiagonal matrices: Invertibility and conditioning
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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)].
Recommendations
- Bounds for the condition number of a class of tridiagonal and block tridiagonal matrices
- On the explicit inverse and conditioning of a tridiagonal matrix
- Upper bound of the condition number in spectral norm of tridiagonal matrices
- The estimate for the condition numbers of a symmetry tridiagonal Toeplitz matrix
- Reliable Computation of the Condition Number of a Tridiagonal Matrix in O(n) Time
Cites work
- Accelerated Iterative Methods for the Solution of Tridiagonal Systems on Parallel Computers
- Computational Aspects of Three-Term Recurrence Relations
- Efficient Algorithms for Computing the Condition Number of a Tridiagonal Matrix
- Estimates for the inverse of tridiagonal matrices arising in boundary- value problems
- scientific article; zbMATH DE number 3792348 (Why is no real title available?)
- scientific article; zbMATH DE number 3583177 (Why is no real title available?)
- Inversion of tridiagonal matrices
- Methods of inverting tridiagonal matrices
- Numerical solution of second-order linear difference equations
- Properties of Some Tridiagonal Matrices and Their Application to Boundary Value Problems
- Stability and spectral properties of incomplete factorization
- Sulla determinazione della inversa delle matrici tridiagonali e tridiagonali a blicchi
- Theory of difference equations: Numerical methods and applications
- Tridiagonal matrices: Invertibility and conditioning
Cited in
(27)- Regular and singular orthants of tridiagonal matrices
- Tridiagonal matrices: Invertibility and conditioning
- Numerical methods for second order singular perturbation problems
- The invertibility of a class of tridiagonal matrices
- Upper bound of the condition number in spectral norm of tridiagonal matrices
- Improved SOR method with orderings and direct methods
- Boundary conditions and conditioning in the solution of discrete BVPs
- Stability of some boundary value methods for the solution of initial value problems
- Stability properties of some boundary value methods
- Bounds for the solutions of a class of tridiagonal linear systems
- The role of difference equations in numerical analysis
- Numerical solution of singular perturbation problems
- The conditioning of Toeplitz band matrices
- Preconditioned quasi-compact boundary value methods for space-fractional diffusion equations
- A class of symmetric and non-symmetric band matrices via binomial coefficients
- Two-step boundary value methods in the solution of ODEs
- Tridiagonal matrices and boundary conditions
- scientific article; zbMATH DE number 4068172 (Why is no real title available?)
- The estimate for the condition numbers of a symmetry tridiagonal Toeplitz matrix
- scientific article; zbMATH DE number 883342 (Why is no real title available?)
- A new spectral method for a class of linear boundary value problems
- Numerical stability of a hybrid method for pricing options
- Tridiagonal splittings in the conditioning and parallel solution of banded linear systems
- A parallel direct method for solving initial value problems for ordinary differential equations
- Boundary value methods and BV-stability in the solution of initial value problems
- Determinant, inertia, and inverse of a class of irreducible tridiagonal matrices
- A tensor-based exponential integrator for diffusion-reaction equations in common curvilinear coordinates
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