Stepwise Inversion of Large Matrices with the Gauss-Jordan Vector Transformation
Leon Bobrowski
Faculty of Computer Science, Bialystok University of Technology, Bialystok, Poland.
Cezary Boldak *
Faculty of Computer Science, Bialystok University of Technology, Bialystok, Poland.
*Author to whom correspondence should be addressed.
Abstract
Data mining methods often include matrix inversion tasks. Big data mining requires fast and accurate inversion of high-dimensional arrays. The presented work describes the concept of stepwise matrix inversion using the basis exchange algorithm based on the Gauss-Jordan vector transformation. The article also includes a demonstrative numerical example.
Keywords: Large matrices, high-dimensional arrays, Gauss-Jordan transformation, linear programm- ing