Abstract

A number of methods of solving sets of linear equations and inverting matrices are discussed. The theory of the rounding-off errors involved is investigated for some of the methods. In all cases examined, including the well-known ‘Gauss elimination process’, it is found that the errors are normally quite moderate: no exponential build-up need occur.

Included amongst the methods considered is a generalization of Choleski's method which appears to have advantages over other known methods both as regards accuracy and convenience. This method may also be regarded as a rearrangement of the elimination process.