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

On Thu, Mar 3, 2011 at 1:16 PM, Bo Jensen <jensen.bo@gmail.com> wrote:

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

Not a problem. I just figured that since matrix inversion was one of those basic things you learned in college Calculus it would be in the uBLAS matrix library.

Ryan

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