http://www.anderswallin.net/2010/05/matrix-determinant-with-boostublas/
http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?LU_Matrix_Inversion
Ryan,
hope this helps. be aware of floating point limitations on your system. It will impact the max Matrix size and its stability criterion
----- Original Message -----
From: "Ryan" <mccorywork@gmail.com>
To: boost-users@lists.boost.org
Sent: Thursday, March 3, 2011 11:05:54 AM
Subject: Re: [Boost-users] [uBLAS] Matrix inversion
Sorry my mistake, I did not know of Kalman Filter. I work with high
performance linear algebra where inversion is a no no.