Minimax algorithm for matrix inversion
C.A. Corral · 2002
This paper introduces a minimax algorithm for obtaining the inverse of a non-singular matrix. Unlike the classical iterative methods barred on affine transformations of the defining vector equation, the proposed method establishes a set of linear constraints based on the matrix supremum norm and then uses the simplex method of linear programming in an iterative process to compute the inverse. Properties of the minimax algorithm an described and an illustrative example of the proposed method is presented.