A REVIEW ON THE INVERSE OF SYMMETRICAL TRIDIAGONAL AND BLOCK TRIDIAGONAL MATRICES

In this paper some results are reviewed concerning the characterization of inverses of symmetric tridiagonal and block tridiagonal matrices as well as results concerning the decay of the elements of the inverses. These results are obtained by relating the elements of inverses to elements of the Cholesky decompositions of these matrices. This gives explicit formulas for the elements of the inverse and gives rise to stable algorithms to compute them. These expressions also lead to bounds for the decay of the elements of the inverse for problems arising from discretization schemes.