The Product Form for the Inverse in the Simplex Method

George B. Dantzig, Wm. Orchard-Hays
1954 Mathematical Tables and Other Aids to Computation  
When a matrix la represented as a product of "elementary" matrices, the matrix, its transpose, Its Inverse and inverse transpose are readily available for vector multiplication. 3y an "elementary matrix" Is meant one formed from the identity matrix by replacing one column; thus an elementary matrix can be compactly recorded by the subscript of the altered column and the values of the elements in it. In the revised simplex method {tjv both the inverse and inverse transpose of a "basic" matrix
more » ... a "basic" matrix are needed; more significant, however, is the fact that each iteration replaces one of the columns of the basis. In the product form of representation, this change can be conveniently effected by multiplying the previous matrix by an elementary matrix; thus, only one additional column of information need be recorded with each iteration. This approach places relatively greater emphasis on reading operations than writing and thereby reduces computation time. Using the I.B.M.Card Programmed Calculator, a novel feature results: when the inverse matrix is needed at one stage and its transpose at anothex, this is achieved simply by turning over the deck of cards representing the inverse. ' ) '\
doi:10.2307/2001993 fatcat:kr63ownaavcmzoopc6ieg34wsm