A new high-order stable numerical method for matrix inversion

Abstract

A stable numerical method is proposed for matrix inversion. The new method is accompanied by theoretical proof to illustrate twelfth-order convergence. A discussion of how to achieve the convergence using an appropriate initial value is presented. The application of the new scheme for finding Moore-Penrose inverse will also be pointed out analytically. The efficiency of the contributed iterative method is clarified on solving some numerical examples. © 2014 F. Khaksar Haghani and F. Soleymani.