对称正定三对角矩阵求逆有高精度

Computing inverses of SPD tridiagonal matrices has high accuracy

用Ｃｈｏｌｅｓｋｙ分解求解对称正定三对角矩阵的逆，其每个元素都能保持很高的相对精度．

This paper proves that computing the inverse of a symmetric positive definite tridiagonal matrix with Cholesky factorization has high componentwise relative accuracy.