Numerically Stable Algorithms for Inversion of Block Tridiagonal and Banded Matrices (2007)
Jain, Jitesh, Li, Hong, Cauley, Stephen, Koh, Cheng-Kok, Balakrishnan, Venkataramanan
We provide a new representation for the inverse of block tridiagonal and banded matrices. The new representation is shown to be numerically stable over a variety of block tridiagonal matrices, in...