Symmetric matrix inversion using modified Gaussian elimination

2015/04/25 by Kochnev, Anton, Savelov, Nicolai
#FOS: Computer and information sciences #Mathematical Software (cs.MS)

paper · doi:10.48550/arxiv.1504.06734

Abstract

In this paper we present two different variants of method for symmetric matrix inversion, based on modified Gaussian elimination. Both methods avoid computation of square roots and have a reduced machine time's spending. Further, both of them can be used efficiently not only for positive (semi-) definite, but for any non-singular symmetric matrix inversion. We use simulation to verify results, which represented in this paper.

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