Tridiagonal matrices;
Crout's LU factorization;
recurrence relation;
D O I:
10.1080/09720529.2005.10698020
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
An algorithm for computing the inverse of a general tridiagonal matrix is introduced. This algorithm is obtained by factoring this matrix into the product of two bidiagonal matrices using Crout's LU factorization, one upper and one lower bidiagonal. A simple recurrence relation is used to generate a sequence of numbers, this sequence is then used to fill in the matrices L, u, L-1, u(-1) and consequently the required inverse.