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Communications of the ACM

A modified inversion procedure for product form of the inverse linear programming codes


This paper describes a new algorithm for the selection of the pivot row in matrix inversion when using the product form of the inverse. This algorithm has been developed for linear programming codes; however, it would be valuable for the inversion of any non-dense matrix. The procedures described in this paper have been thoroughly tested and have been in operation on the Esso Research and Engineering IBM 7090 computer for nine months. Substantial computer cost savings have been realized because of this procedure.

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