Re: [Boost-users] [uBLAS] Matrix inversion

On Thu, Mar 3, 2011 at 4:04 PM, Ryan wrote:

On Wed, Mar 2, 2011 at 2:06 PM, Bo Jensen wrote:

...

LU is a factorization of the matrix not a inverse...in real life inverting the matrix is only for small examples.

Since I'm dealing with a Kalman Filter in my real life the inverse is needed.

Sorry my mistake, I did not know of Kalman Filter. I work with high performance linear algebra where inversion is a no no.

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