Error Analysis of Direct Methods of Matrix Inversion

@article{Wilkinson1961ErrorAO,
title={Error Analysis of Direct Methods of Matrix Inversion},
author={J. H. Wilkinson},
journal={J. ACM},
year={1961},
volume={8},
pages={281-330}
}

1. In order to assess the relative effectiveness of methods of inverting a matrix it is useful to have a priori bounds for the errors in the computed inverses. In this paper we determine such error bounds for a number of the most effective direct methods. To illustrate fully the techniques we have used, some of the analysis has been done for floating-point computat ion and some for fixed-point. In all cases it has been assumed tha t the computat ion has been performed using a precision of t… Expand