Matrix inversion by rank annihilation
David J. Edelblute · Mathematics of Computation · 1966
1. Remarks. The problem of matrix inversion has been extensively explored and a number of methods have been found to solve this problem. However, no one best method has been found and the computer programmer must still choose a method which is suited to his particular needs. The purpose of this paper is to outline a method which allows one to bring the matrix into memory one column at a time and overlap input time with computing time. Since the original matrix need not be stored in memory, the use of memory is also efficient, and the number of computations is as small as any known to the writer. If the original matrix is already in memory, this method can also be used to avoid destroying the original matrix.