## A comparison of several methods for inverting large symmetric positive definite matrices |

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Af_ matrix Algol approximate inverse BIGAJJ binv CD CD CD Choleski method Comparison computed inverse congruent transformation method dEis i#i dinv double precision arithmetic exact inverse matrix f values FORTRAN Function of Matrix GAUSS-JORDAN ELIMINATION H H H H H H KN H O H H OJ H rH H X OJ I#l STEP identity matrix iiiNn INTEGER inverse matrix produced INVERTING LARGE SYMMETRIC J#l STEP J#NI KN H LARGE SYMMETRIC POSITIVE least squares matrix LTN OJ MATRIX INVERSION matrix of order Matrix Order methods for inverting methods produced inverse N DO BEGIN number of parameters o o rH OJ OJ Order and Inversion POSITIVE DEFINITE MATRICES produced an inverse produced inverse matrices Q a f rank annihilation method rH H rH O OJ rH rH round-off error single precision SUBROUTINE symmetric positive definite Tables IA-ID test matrices values of Q well-conditioned least squares X X X X