Title

Numerically Stable Algorithms for Inversion of Block Tridiagonal and Banded Matrices

Date of this Version

June 2007

Abstract

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 addition of being more computationally efficient than the previously proposed techniques. We provide two algorithms for commonly encountered problems that illustrate the usefulness of the results.