An efficient, block-by-block algorithm for inverting a block tridiagonal, nearly block Toeplitz matrix

Abstract

We present an algorithm for computing any block of the inverse of a block tridiagonal, nearly block Toeplitz matrix (defined as a block tridiagonal matrix with a small number of deviations from the purely block Toeplitz structure). By exploiting both the block tridiagonal and the nearly block Toeplitz structures, this method scales independently of the total number of blocks in the matrix and linearly with the number of deviations. Numerical studies demonstrate this scaling and the advantages of our method over alternatives.