Reliable Solution of Tridiagonal Systems of Linear Equations
Ilan Bar‐On, Mauro Leoncini · SIAM Journal on Numerical Analysis · 2000
In this paper we present new formulas for characterizing the sensitivity of tridiagonal systems that are independent of the condition number of the underlying matrix. We also introduce efficient algorithms for solving tridiagonal systems of linear equations which are stable and reliable (namely, stable in the backward sense and little sensitive to perturbations in the coefficients).