On the Inversion of Ill-Conditioned Matrices

  • A.L. McLean
  • Published 1980 in IEEE Transactions on Reliability

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. 

Topics

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