Generalization of the Matrix Inversion Lemma

Daniel Tylavsky, Guy R L Sohie

Research output: Contribution to journalArticlepeer-review

87 Scopus citations

Abstract

A generalized form of the matrix inversion lemma is shown which allows particular forms of this lemma to be derived simply. The relationships between this direct method for solving linear matrix equations, lower-diagonal-upper decomposition, and iterative methods such as point-Jacobi and Hotelling's method are established. The generalized form is used to derive a new factorization scheme and a new matrix inversion algorithm with a high degree of parallelism.

Original languageEnglish (US)
Pages (from-to)1050-1052
Number of pages3
JournalProceedings of the IEEE
Volume74
Issue number7
DOIs
StatePublished - Jul 1986

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

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