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三对角矩阵的逆 被引量:15

Inverses of tridiagonal matrices
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摘要 讨论了三对角矩阵的求逆.利用三对角矩阵的LU和UL分解,再根据其逆矩阵的特殊结构,得到一个三对角矩阵求逆的简单算法.该算法比已有的求逆算法的计算复杂度和计算时间都低.最后给出了三对角矩阵逆元素的显式表达式. In this paper, the inverse of a tridiagonal matrix is investigated. By the LU and UL decompositions of a tridiagonal matrix and the special structure of the inverse matrix, an algorithm for inverting a tridiaognal matrix and the explicit expression of the elements of the inverse matrix are presented. The computing complexity and the computing time of this algorithm is lower than those of some existed algorithms for inverting a block tridiaognal matrix.
出处 《哈尔滨工业大学学报》 EI CAS CSCD 北大核心 2006年第5期815-817,共3页 Journal of Harbin Institute of Technology
关键词 三对角矩阵 逆矩阵 算法 LU分解 the tridiaognal matrices the inverse matrices algorithm LU decomposition
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参考文献4

  • 1IKEBE Y.On inverse of Hessenberg matrices[J].Linear Alge Appl,1979,24:93 -97.
  • 2EL-MIKKAWY M E A.On the inverse of a general tridiagonal matrix[J].Appl Math Comp,2004,150:669-679.
  • 3MEURANT G.A review on the inverse of symmetric tridiagonal and block tridiagonal matrices[J].SIAM J Matrix Anal Appl,1992,13 (3):707-728.
  • 4NABBEN R..Decay rates of the inverse of nonsymmetric tridiagonal and band matrices[J].SIAM J Matrix Anal Appl,1999,20(3):820 -837.

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