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Inversion of block tridiagonal matrices

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I have encountered with a system of linear equations which are forming a block tri-diagonal matrix. How to invert the block tri-diagonal matrix to get the solution?

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Accepted Answer

Bjorn Gustavsson
Bjorn Gustavsson on 2 Jul 2020
If you have a small enough problem which is not ill-conditioned just use \, if it is ill-conditioned but you can do an SVD of your matrix, I suggest using that decomposition and a Tikhonov-type solution. If the matrix is too big then you might find some suitable iterative solver: matlabs iterative solvers.
HTH

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