how can invert a banded matrix?

[ale974]

Hi everyone,
I have a temporal complexity problem.
I would like to know if it's possible to optimize the temporal
complexity of the function "inv(A)", where A is a banded matrix.
The real problem is with which matlab function can I specify that A
is a banded matrix?
If A is an nxn matrix, the time complexity of the inversion is
O(n-cube), but if A is a banded matrix, the time complexity is now
O..
thanks in advance,
Alessandra

 

[jvorwald]

Here is a reference for inverting block banded matrices

http://www.cs.yorku.ca/~asif/publications/bandedv5_preprint.pdf

eispack is a fortran library that includes rountines for the inversion of banded matrix

http://www.netlib.org/eispack/index.html

You might also look into lapack and linpack libraries

If computational time is an issue, you could use the fortran routines, and figue out how to generate a dll from the fortran code and call the dll from matlab. You might need matlab compiler to do this. I believe the matlab package WAFO has some routines that are in fortran for speed.

Good Luck
JV