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On updating the inverse of the Jacobian matrix

Authors
Journal
Computers & Chemistry
0097-8485
Publisher
Elsevier
Publication Date
Volume
2
Identifiers
DOI: 10.1016/0097-8485(78)85004-9
Disciplines
  • Computer Science
  • Mathematics

Abstract

Abstract An algorithm is given for updating the inverse of a matrix which has changed by only a few elements. This algorithm has been found to reduce the computing time required to calculate the inverse of the Jacobian matrix during the solution of ordinary differential equations. A procedure for implementing this algorithm in existing computer code is presented.

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