Title :
On the Inversion of Ill-Conditioned Matrices
Author_Institution :
Mathematics Department; Caulfield Institute of Technology; Caulfield East, Victoria 3145 AUSTRALIA.
Abstract :
A recent paper presented a modification of the Gauss-Jordan method for inverting a matrix which avoids loss of accuracy due to a type of ill-conditioning which leads to subtractive cancellation. This paper shows the relationship between the standard and modified techniques, and why and when the latter is effective.
Keywords :
Algebra; Australia; Equations; Gaussian processes; Mathematics; Matrix converters; Operations research; Reliability; Roundoff errors; Statistics; Ill conditioning; Matrix inversion; Numerical accuracy;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1980.5220912
