A Procedure for Inverting Large Symmetric Matrices

In the least squares method for simultaneous
adjustment of several parameters, the coefficients 
of the normal equations are the elements of a symmetric
positive-definite matrix.  In order to solve 
the normal equations and evaluate the precision measures
of the resulting parameters, inversion of this 
matrix of coefficients is required.  Many available procedures
for matrix inversion do not take advantage 
of the symmetry.  Thus, when programmed for a high-speed
computer, all n^2 elements must be stored and 
manipulated, whereas only (n + 1)/2 of them are independent.
 In order to allow a computer of given memory 
capacity to handle a larger matrix, the following procedure
for inverting a symmetric matrix has been 
devised.

CACM August, 1962

Busing, W. R.
Levy, H. S.

CA620833 JB March 17, 1978  9:09 PM

495	5	495
495	5	495
495	5	495