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三对角矩阵求逆的算法 被引量:9

Algorithm for the Inverse of a General Tridiagonai Matrix
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摘要 研究了一般的非奇三对角矩阵的求逆,并给出了一个求逆矩阵的简单算法.首先研究了具有Doolittle分解的三对角矩阵的求逆,得到一个求逆的算法,然后将该算法推广到一般的非奇三对角矩阵上.最后给出了该算法与其它求逆方法的比较,可以看到该算法一方面计算量低,另一方面适用于不需任何附加条件的一般的非奇三对角矩阵. An algorithm for the inverse of a general tridiagonal matrix is presented. First, for the tridiagonal matrix having Doolittle factorization, an algorithm for the inverse was established. Then the algorithm was generalized to a general tridiagonal matrix without any restrictive condition. Some comparison with other methods for the inverse was discussed in the end. It is shown that the arithmetic operations of the algorithm are low and it is applicable to a general tridiagonal matrix.
出处 《应用数学和力学》 CSCD 北大核心 2009年第2期238-244,共7页 Applied Mathematics and Mechanics
基金 国家自然科学基金资助项目(10771030) 教育部科学技术研究资助重点项目(107098) 高校博士点专项科研基金资助项目(20070614001) 四川省应用基础研究资助项目(2008JY0052)
关键词 三对角矩阵 逆矩阵 Doolittle分解 tridiagonal matrix inverse Doolittle factorization
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参考文献5

  • 1El-Mikkawy M E A. On the inverse of a general tridiagonal matrix[J].Applied Mathematics and Computation, 2004,150(3) : 669-679.
  • 2Ranjan K M. The inverse of a tridiagonal matrix[J].Linear Algebra and Its Applications,2001,325(1/3):109-139.
  • 3Meurant G. A review on the inverse of symmetric tridiagonal and block tridiagonal matrices[J]. SIAM Journal on Matrix Analysis and Applications, 1992,13(3) : 707-728.
  • 4Nabben R. Decay rates of the inverse of nonsymmetric tridiagonal and band matrix[ J]. SIAM Journal an Matrix Analysis and Applications, 1999,20(3):820-837.
  • 5El-Mikkawy M E A. An algorithm for solving tridiagonal systems[J].Journal of Institute of Mathematics and Computer Sciences, 1991,4(2) :205-210.

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