Generalization of the Matrix Inversion Lemma

Daniel Tylavsky; Guy R L Sohie

doi:10.1109/PROC.1986.13587

Generalization of the Matrix Inversion Lemma

Daniel Tylavsky, Guy R L Sohie

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123 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 language	English (US)
Pages (from-to)	1050-1052
Number of pages	3
Journal	Proceedings of the IEEE
Volume	74
Issue number	7
DOIs	https://doi.org/10.1109/PROC.1986.13587
State	Published - Jul 1986

ASJC Scopus subject areas

Electrical and Electronic Engineering

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10.1109/PROC.1986.13587

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title = "Generalization of the Matrix Inversion Lemma",

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.",

author = "Daniel Tylavsky and Sohie, {Guy R L}",

year = "1986",

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AB - 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.

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DO - 10.1109/PROC.1986.13587

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Generalization of the Matrix Inversion Lemma

Abstract

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