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Re: Matirx inverse


Hi, 

* Sushmita Roy <sroy@cs.unm.edu> [031124 17:42] schrieb:

> I need to perform an inverse operation on a matrix
> and I am using the  gsl_linalg_LU_invert function
> to do so. However, this is taking really long
> as the the size of my matrix is 6500X6500.
> Is there a faster way to do this?

I do not know any way to speed up in gsl, but 
maybe this information can help you anyway. 

Is this matrix dense or sparse ?

If it is sparse you could use SuperLU
 
http://crd.lbl.gov/~xiaoye/SuperLU/

If it is dense, you can try to solve a linear 
system of equations 6500 times to get the rows of 
A^-1 by using e.g. the optimized version of 
lapack provided by atlas. 

http://math-atlas.sourceforge.net/

Good luck,

Joerg

--
http://www.uni-essen.de/ingmath/people/frochte.html


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