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I have to invert a symmetrical tridiagonal matrix (50x50 or bigger) and I want to know if there's any way to do it faster taking advantage of its properties?

Thanks

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    $\begingroup$ Yes, there are special methods for inverting tridiagonals, as these inverses are so-called semiseparable matrices. You can try looking up one of those algorithms, which you can then implement in Mathematica. $\endgroup$ – J. M. will be back soon Aug 11 '16 at 17:20
  • $\begingroup$ Do you know any article that could enlighten me? I've been looking for but I wasn't lucky $\endgroup$ – Daniel Aug 11 '16 at 18:25
  • $\begingroup$ Do you really need to invert the matrix? In many cases, Cholesky decomposition would be the best first step. Algorithms for this should be available, and are likely to be used by Mathematica. $\endgroup$ – mikado Aug 11 '16 at 21:26
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    $\begingroup$ @mikado, the OP only said that his matrix is symmetric, and did not say if it was positive definite. But there are alternatives to Cholesky if need be. $\endgroup$ – J. M. will be back soon Aug 11 '16 at 23:33
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    $\begingroup$ You might want to see this. $\endgroup$ – J. M. will be back soon Aug 12 '16 at 13:59

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