Here's the formula I want to reproduce in uBLAS: K=P*Mt*(M*P*Mt+R)^-1 Where K, P, M, and R are matrices, and Mt is the transpose of M. I have written the following function: void multi_state_kf::compute_gain(const matrix<double>& dev) { matrix<double> temp=prod(M,newP); matrix<double> transM=trans(M); matrix<double> A=(prod(temp,transM)+dev); permutation_matrix<size_t> pm(A.size2()); lu_factorize(A, pm); matrix<double> el = prod(newP,transM); lu_substitute(A, pm, el); K=el; } This function was completely hacked together as I'm new to uBLAS (and rusty with linear algebra), but it got rid of most of my compile errors. Now only a few remain but I'm not sure what I'm doing wrong. I'm hoping that it will be obvious to someone here. Thanks for your help, Nick