This new method reduces the computational complexity by using the block tridiagonal structure of the input sample correlation matrix, and at the same time keeps the property of fast convergence.
在保持了该算法快速收敛优点的同时，利用相关矩阵块三对角的特殊结构，降低了该算法的计算复杂度。
With the LU decomposition of the block tridiagonal matrix, an explicit expression of the block inverse elements is obtained.
由块三对角矩阵的LU分解，得到了其逆矩阵块元素的显式表达式。
A new algorithm of solving block tridiagonal systems is proposed, which is based on the special factorization of block tridiagonal matrix.
根据块三对角矩阵的特殊分解，给出了求解块三对角方程组的新算法。
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