Potential contribution: fast O(T) inversion method for block-tridiagonal matrices

[rsenne]

Hi all,

I'm the main developer of a state-space modeling package, which is currently under review at JOSS. One of the reviewers suggested I explore using your package to represent block-tridiagonal matrices more efficiently.

In particular, one of the methods I’ve implemented can compute selected elements (specifically, the center and off-center blocks) of the inverse of a block-tridiagonal matrix in O(T) time, where T is the number of block rows/columns. This method is based on a technique described in this document.

Would the maintainers be interested in incorporating this functionality into the package? I’d be happy to adapt and contribute the method if it aligns with your goals.

Thanks for the great work!