• DocumentCode
    1111729
  • Title

    New Matrix Inversion Algorithms Based on Exchange Method

  • Author

    Chen, Richard M -M

  • Author_Institution
    Bell Laboratories
  • Issue
    10
  • fYear
    1973
  • Firstpage
    885
  • Lastpage
    890
  • Abstract
    This paper derives a set of new algorithms based on the exchange method for the computation of matrix inverses including nonsingular, symmetric nonsingular, and rectangular matrices. The symmetric matrix inversion algorithm can save up to 50 percent of the computation time required for the Gauss-Jordan elimination method. The pseudoinverse algorithms derived here are very attractive in terms of small storage requirement, short computation time, and high numerical accuracy. Comparisons are made between the new algorithms and existing ones, and numerical examples are included.
  • Keywords
    Exchange method, generalized inverse of matrix, least squares solution, matrix decomposition, permutation, pivot selection, rank of matrix, symmetric matrix inversion.; Equations; Gaussian processes; Least squares methods; Linear systems; Matrix decomposition; Numerical analysis; Symmetric matrices; Exchange method, generalized inverse of matrix, least squares solution, matrix decomposition, permutation, pivot selection, rank of matrix, symmetric matrix inversion.;
  • fLanguage
    English
  • Journal_Title
    Computers, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9340
  • Type

    jour

  • DOI
    10.1109/T-C.1973.223613
  • Filename
    1672206