Decay Rates for Inverses of Band Matrices
Stephen G. Demko, William F. Moss, Philip W. Smith · Mathematics of Computation · 1984
Spectral theory and classical approximation theory are used to give a new proof of the exponential decay of the entries of the inverse of band matrices. The rate of decay of ${A^{ - 1}}$ can be bounded in terms of the (essential) spectrum of $A{A^\ast }$ for general A and in terms of the (essential) spectrum of A for positive definite A. In the positive definite case the bound can be attained. These results are used to establish the exponential decay for a class of generalized eigenvalue problems and to establish exponential decay for certain sparse but nonbanded matrices. We also establish decay rates for certain generalized inverses.