Solve linear system involving a block tridiagonal matrix

Benni

2014 4 6

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5 次查看（30 天）

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Hi.

I would like to solve the linear system AU=G as fast as possible in MATLAB. The matrix A is a block tridiagonal matrix, stored as spdiags(). The blocks on the diagonal are tridiagonal, and they change as one moves downward in A. The other blocks are identity matrices. G is a sparse vector stored as sparse(). Does anyone know how to solve this system as quickly as possible in MATLAB?

Thanks.

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Star Strider 2014-4-6

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You did not mention what you had already tried, so I suggest the lsqr and related sparse matrix functions. (There are links to them at the end of that page.)