An inversion algorithm for a banded matrix ?
In this paper, an inversion algorithm for a banded matrix is presented. The n n twisted decompositions of a banded matrix are given first; then the inverse of the matrix is obtained, one column at time. The method is about two times faster than the standard method based on the LU L U decomposition, as is shown with the analysis of computing complexity and the numerical experiments.
inverse banded matrix twisted decomposition the computing complexity tridiagonal matrix pentadiagonal matrix