In-Place Matrix Inversion by Modified Gauss-Jordan Algorithm

ABSTRACT

The classical Gauss-Jordan method for matrix inversion involves augmenting the matrix with a unit matrix and requires a workspace twice as large as the original matrix as well as computational operations to be performed on both the original and the unit matrix. A modified version of the method for performing the inversion without explicitly generating the unit matrix by replicating its functionality within the original matrix space for more efficient utilization of computational resources is presented in this article. Although the algorithm described here picks the pivots solely from the diagonal which, therefore, may not contain a zero, it did not pose any problem for the author because he used it to invert structural stiffness matrices which met this requirement. Techniques such as row/column swapping to handle off-diagonal pivots are also applicable to this method but are beyond the scope of this article.

KEYWORDS

Numerical Methods; Gauss-Jordan; Matrices; Inversion; In-Place; In-Core; Structural Analysis

Numerical Methods; Gauss-Jordan; Matrices; Inversion; In-Place; In-Core; Structural Analysis

Cite this paper

DasGupta, D. (2013) In-Place Matrix Inversion by Modified Gauss-Jordan Algorithm.*Applied Mathematics*, **4**, 1392-1396. doi: 10.4236/am.2013.410188.

DasGupta, D. (2013) In-Place Matrix Inversion by Modified Gauss-Jordan Algorithm.

References

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[1] W. A. Smith, “Elementary Numerical Analysis,” Prentice-Hall, Inc., Englewood Cliffs, 1986, pp. 51-52.

[2] D. DasGupta, “McAuto STRUDL RECON—A Reinforced Concrete Frame Design Software,” Concrete International, Nov 1982, pp. 37-42. http://www.concreteinternational.com/pages/featured_article.asp?ID=9129

[3] S. S. Tezcan, “Discussion,” Journal of the Structural Division, American Society of Civil Engineers, Vol. 89, No. ST6, Part I, 1963, p. 445.

[4] J. H. Mathews, “Lab for Matrix Inversion, Exercise 2,” California State University, Fullerton, 1998. http://math.fullerton.edu/mathews/numerical/mi.htm

[5] T. McFarland, “The Inverse of an n × n Matrix,” University of Wisconsin-Whitewater, Whitewater, 2007. http://math.uww.edu/faculty/mcfarlat/inverse.htm

[6] R. W. Clough and A. K Chopra, “Earthquake Stress Analysis in Earth Dams,” University of California, Berkeley, 1965, 24p.

[7] Staff Reporter, “Roads, Bridges and Computers,” Roads & Bridges Magazine, May 1987, p. 48.

[8] V. A. Patel, “Numerical Analysis,” Harcourt Brace College Publishers, Fort Worth, 1994, pp. 216-218.

[9] B. Noble, “Applied Linear Algebra,” Prentice-Hall, Inc., Englewood Cliffs, 1969, pp. 214-215.

[10] G. Mills, “Introduction to Linear Algebra for Social Scientists,” George Allen and Unwin, Ltd., London, 1969, pp. 104-105.

[11] R. H. Pennington, “Introductory Computer Methods and Numerical Analysis,” The McMillan Co., New York, 1968, pp. 323-325.