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5.4 Cost of Solving a System of Linear Equations Using the Inverse

We saw in Section 2.4.6 that using Gaussian Elimination or Gauss-Jordan Elimination to find the inverse of an n x n matrix can be thought of as solving n linear systems having the same coefficient matrix, but different right-hand sides.

This means that the operation counts can be determined from the results in Section 5.3 by setting k (the number of right-hand sides) to n. So computing the inverse of a matrix using Gaussian Elimination requires 5/6 n^3 + n^2 - 5/6 n multiplications and 4/3 n^3 - 3/2n^2 + 1/6 n additions, while computing the inverse using Gauss-Jordan Elimination requires 3/2N^3 - n^2 + 1/2n - 1 multiplications and 3/2 n^3 - 3n^2 + 1/2 n additions.

Once we have computed the inverse, we need to perform a matrix-vector multiplication in order to determine the solution of the original problem. This adds another n2 multiplications and n2-n additions.

Altogether, solving a system of n equations in n unknowns using an inverse computed using Gaussian Elimination requires 5/6n^3 + 2n62 - 5/6 n multiplications and 4/3 n^3 - 1/2 n^2 - 5/6 n additions. And solving the same system with an inverse computed using Gauss-Jordan Elimination requires 3/2 n^3 + 1/2 n - 1 multiplications and 3/2 n^3 - 2n^2 - 1/2 n additions.

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Updated: March 13, 2001

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