Hi Bronek, On Thursday 28 October 2004 08:42, Bronek Kozicki <brok@rubikon.pl> wrote:
I know that question is little off-topic here, but I hope there is someone who can answer it. Could you recommend some C++ library for matrix calculation that supports matrix inversion? Blizt++ does not have it, neither boost.ublas. Or I missed it. Ideas?
Linear algebra libraries generally avoid such inverse functions. This is because there are many algorithms possible depending on the properties of the matrix. The procedure is generally in two steps: decompose (factorise) the matrix in to simpler factors solve the linear equations using the factors Generally the above is done with LAPACK Have a look at "Linear Algebra with uBLAS" http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?Linear_Algebr... As mentioned there uBLAS also has an experimental "lu.hpp" which provide the LU factorisations (for square non-singular matrices) directly. These functions are experimental and without documentation so any feedback would be appreciated. Michael -- ___________________________________ Michael Stevens Systems Engineering Navigation Systems, Estimation and Bayesian Filtering http://bayesclasses.sf.net ___________________________________