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$$mathcal $$ working precision inverses for symmetric tridiagonal Toeplitz matrices with $$mathcal O(1)$$O(1) floating point calculations
Authors:Manuel Radons
Affiliation:1.Humboldt University of Berlin,Berlin,Germany
Abstract:A well known numerical task is the inversion of large symmetric tridiagonal Toeplitz matrices, i.e., matrices whose entries equal a on the diagonal and b on the extra diagonals ((a, bin mathbb R)). The inverses of such matrices are dense and there exist well known explicit formulas by which they can be calculated in (mathcal O(n^2)). In this note we present a simplification of the problem that has proven to be rather useful in everyday practice: If (vert avert > 2vert bvert ), that is, if the matrix is strictly diagonally dominant, its inverse is a band matrix to working precision and the bandwidth is independent of n for sufficiently large n. Employing this observation, we construct a linear time algorithm for an explicit tridiagonal inversion that only uses (mathcal O(1)) floating point operations. On the basis of this simplified inversion algorithm we outline the cornerstones for an efficient parallelizable approximative equation solver.
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