Title :
Pivot-Free Block Matrix Inversion
Author :
Watt, Stephen M.
Author_Institution :
Dept. of Comput. Sci., Western Ontario Univ., London, Ont.
Abstract :
We present a pivot-free deterministic algorithm for the inversion of block matrices. The method is based on the Moore-Penrose inverse and is applicable over certain general classes of rings. This improves on previous methods that required at least one invertible on-diagonal block, and that otherwise required row- or column-based pivoting, disrupting the block structure. Our method is applicable to any invertible matrix and does not require any particular blocks to invertible. This is achieved at the cost of two additional specialized matrix multiplications and, in some cases, requires the inversion to be performed in an extended ring
Keywords :
deterministic algorithms; mathematics computing; matrix inversion; matrix multiplication; Moore-Penrose inverse; pivot-free block matrix inversion; pivot-free deterministic algorithm; specialized matrix multiplications; Benchmark testing; Computational complexity; Computer science; Costs; Libraries; Linear algebra; Linear systems; Numerical stability; Program processors; Sparse matrices;
Conference_Titel :
Symbolic and Numeric Algorithms for Scientific Computing, 2006. SYNASC '06. Eighth International Symposium on
Conference_Location :
Timisoara
Print_ISBN :
0-7695-2740-X
DOI :
10.1109/SYNASC.2006.61