Solve linear system involving a block tridiagonal matrix

Hi.

I would like to solve the linear system AU=G as fast as possible in MATLAB. The matrix A is a block tridiagonal matrix, stored as spdiags(). The blocks on the diagonal are tridiagonal, and they change as one moves downward in A. The other blocks are identity matrices. G is a sparse vector stored as sparse(). Does anyone know how to solve this system as quickly as possible in MATLAB?

Thanks.

Answer 1

[Star Strider]

You did not mention what you had already tried, so I suggest the lsqr and related sparse matrix functions. (There are links to them at the end of that page.)