Non-symbolic algorithms for the inversion of tridiagonal matrices

Abstract

A representation for the entries of the inverse of general tridiagonal matrices is based on the determinants of their principal submatrices. It enables us to introduce, through the linear recurrence relations satisfied by such determinants, a simple algorithm for the entries of the inverse of any tridiagonal nonsingular matrix, reduced as well as unreduced. The numerical approach is preserved here, without invoking the symbolic computation. For tridiagonal diagonally dominant matrices, a scaling transformation on the recurrences allows us to give another algorithm to avoid overflow and underflow.