More Practical Methods for the Inversion of Matrices
L. Fox, J. G. Hayes · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1951
Summary Two methods are illustrated for the inversion of matrices, with special attention to the arrangement of the work on the computing sheet, and the application of frequent and powerful checks. The necessity for checking cannot be overemphasized, and if the checks are too widely spaced an early mistake may cause a lot of unnecessary work. This paper, like the earlier one (Fox, 1950) has been written for the computer, and the methods given in the two papers provide him with methods for the solution of equations and the inversion of matrices which are among the fastest and most convenient available, for use with ordinary desk calculating machines.