Explicit expression and fast algorithms for the inverse of some matrices arising from implicit time integration

Li Shishun; Wei Huile

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arXiv · 2408.04316

Explicit expression and fast algorithms for the inverse of some matrices arising from implicit time integration

Li Shishun·Wei Huile

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Abstract

In this paper, we first present an explicit expression for the inverse\emph{} of a type of matrices. As special applications, the inverse of some matrices arising from implicit time integration techniques, such as the well-known implicit Runge-Kutta schemes and block implicit methods, can also be explicitly determined. Adiitionally, we introduce three fast algorithms for computing the elements of the inverse of these matrices in $O(n^2)$ arithmetic operations, i.e., the first one is based on Traub algorithm for fast inversion of Vandermonde matrices, while the other two utilize the special structure of the matrices. Finally, some symbolic and numerical results are presented to show that our algorithms are both highly efficient and accurate.

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Li Shishun, Wei Huile. 2024-08-08. Explicit expression and fast algorithms for the inverse of some matrices arising from implicit time integration. https://arxiv.org/abs/2408.04316

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