c++ - Large matrix inversion methods -

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Hi, I am researching about matrix inverse (linear algebra) and I want to use C ++ template programming for algorithms. , Which I have found out that there are numbers of Gauss-eradenal eradication or loo decomposition and eradication of Gaus-Jordan, and I found that the function LU_factorize (c ++ boost library)

  1. I have to know whether the programmers or mathematicians are better than other ways (advantages / disadvantages) from perspective?

  2. If there are no other fast methods then already a matrix) Inverted function in the boost library? , Because I have searched a lot and I do not find anyone.

As you mention, the standard approach is to make a LU factorization And then have to solve for identity. It can be implemented using the LAPACK library, for example, with dgetrf (factor) and dgetri (inverse count). Most other linear algebra libraries have roughly similar functions.

Matrix is ​​more or less aromatic in some slow ways when singular or almost singular, and for this reason it is used. For example, if the inverse matrix is ​​reversed, it is equal to the opposite, and is often useful even if the matrix is ​​not uninterrupted; This can be done using a single value value decomposition.


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