Annals of Mathematical Statistics

Enlargement Methods for Computing the Inverse Matrix

Louis Guttman

Full-text: Open access

Abstract

The enlargement principle provides techniques for inverting any nonsingular matrix by building the inverse upon the inverses of successively larger submatrices. The computing routines are relatively easily learned since they are repetitive. Three different enlargement routines are outlined: first-order, second-order, and geometric. None of the procedures requires much more work than is involved in squaring the matrix.

Article information

Source
Ann. Math. Statist., Volume 17, Number 3 (1946), 336-343.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177730946

Digital Object Identifier
doi:10.1214/aoms/1177730946

Mathematical Reviews number (MathSciNet)
MR17578

Zentralblatt MATH identifier
0061.27203

JSTOR
links.jstor.org

Citation

Guttman, Louis. Enlargement Methods for Computing the Inverse Matrix. Ann. Math. Statist. 17 (1946), no. 3, 336--343. doi:10.1214/aoms/1177730946. https://projecteuclid.org/euclid.aoms/1177730946


Export citation