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Topic: Q: on matrix inverse by partitioning
Replies: 5   Last Post: Jul 18, 1996 6:19 PM

 Messages: [ Previous | Next ]
 calvitti@zmo.ces.cwru.edu Posts: 6 Registered: 12/11/04
Q: on matrix inverse by partitioning
Posted: Jul 15, 1996 9:56 PM

'numerical recipes' lists the following partitioning method for
finding matrix inverses. given:

A = [ P | Q ] and Inv(A) = [ P* | Q* ]
[ R | S ] [ R* | S* ]

where P and S are square not necessarily of the same size:

P* = Inv(P - Q.Inv(S).R)
Q* = -Inv(P - Q.Inv(S).R).Q.Inv(S)
R* = -Inv(S).R.Inv(P - Q.Inv(S).R)
S* = Inv(S) + Inv(S).R.(P - Q.Inv(S).R).Q.Inv(S)

but states nothing about the case when A is invertible but S is not
for example. does anyone know the set of conditions that A must
satisfy for this algorithm to be valid?

thanks for the info,

alan

Date Subject Author
7/15/96 calvitti@zmo.ces.cwru.edu
7/16/96 Didier Pelat
7/16/96 Helmut Jarausch
7/16/96 Tony Mullins
7/16/96 William R. Frensley
7/18/96 Victor Eijkhout