A Comparison of Several Methods for Inverting Large Symmetric Positive Definite Matrices

Abstract

The inverse of A is given by C/(n + 1) where the elements c,,-of C are given byand n is the order of the matrix.A is a symmetric positive definite matrix ; it has a P-condition number [5] of approximately An /w .In respect to both form and condition the matrix A is analogous to a least squares matrix derived from a well designed experiment.In addition to A the matrices A2 and A3 were also inverted.The inverse of A2 is given by C2/(n + l)2, while the inverse of A3 is given by C3/(w -4-l)3.