Generalized matrix inversion is not harder than matrix multiplication

  • Authors:
  • Marko D. Petković;Predrag S. Stanimirović

  • Affiliations:
  • University of Niš, Department of Mathematics, Faculty of Science, Višegradska 33, 18000 Niš, Serbia;University of Niš, Department of Mathematics, Faculty of Science, Višegradska 33, 18000 Niš, Serbia

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2009

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Abstract

Starting from the Strassen method for rapid matrix multiplication and inversion as well as from the recursive Cholesky factorization algorithm, we introduced a completely block recursive algorithm for generalized Cholesky factorization of a given symmetric, positive semi-definite matrix A@?R^n^x^n. We used the Strassen method for matrix inversion together with the recursive generalized Cholesky factorization method, and established an algorithm for computing generalized {2,3} and {2,4} inverses. Introduced algorithms are not harder than the matrix-matrix multiplication.