inversion of a huge block diagonal matrix

[Collewet Guylaine]

Hello,

I would like to compute the inverse of a huge block diagonal matrix using an efficient way.

Each block is a square matrix with NxN dimension and the block diagonal matrix dimension is NLxNL
N is small (5 or 6)  and L is big (1e6)

One way is to build a loop and to compute L times the inversion of the NxN matrixes
However, as L is big (for example 1e6) this is too much time consuming

Does anyone has an idea to compute this using scilab ?

Thank you for your help

Guylaine Collewet
guylaine.collewet at cemagref.fr
+33223482167


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