MATLAB: Inversion of block tridiagonal matrices

block tri-diagonal matrixlinear algebra

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?

Best Answer

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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