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
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