THE ELIMINATION FORM OF THE INVERSE AND ITS APPLICATION TO LINEAR PROGRAMMING
Abstract
The paper discusses a particular product form of inverse which is closely related to the Gaussian elimination method of solving a set of simultaneous equations. This 'elimination form of the inverse' is especially valuable when A has a large number of zero coefficients. If A has no zero coefficients, on the other hand, the elimination form of inverse is still generally as convenient as the conventional A (-1).
Document Details
- Document Type
- Technical Report
- Publication Date
- Apr 08, 1955
- Accession Number
- AD0604711
Entities
People
- Harry Markowitz
Organizations
- RAND Corporation