[boost] Re: Boost Digest, Vol 894, Issue 1

From: Michael Stevens (m-stevens_at_[hidden])
Date: 2004-10-28 06:29:08

Hi Bronek,

On Thursday 28 October 2004 08:42, Bronek Kozicki <brok_at_[hidden]> 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_Algebra_With_UBLAS

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
-- 
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Michael Stevens Systems Engineering
Navigation Systems, Estimation  and
                 Bayesian Filtering
    http://bayesclasses.sf.net
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