Re: [Boost-users] [uBLAS] Matrix inversion

Subject: Re: [Boost-users] [uBLAS] Matrix inversion
From: sguazt (marco.guazzone_at_[hidden])
Date: 2011-03-02 09:05:27

On Wed, Mar 2, 2011 at 2:08 PM, Ryan <mccorywork_at_[hidden]> wrote:
> sguazt wrote:
>>
>> Hi,
>>
>> take a look here:
>>
>> http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?Effective_UBLAS
>>
>
> This is the matrix inversion that I've tried.  It is lacking in checks and
> at that point I wanted to know if there was an inversion built into uBLAS.
>  If there was an inversion built in then it would have the normal quality
> checks that I've come to expect from Boost.
>

Sorry, but I don't understand why you can't use

http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?LU_Matrix_Inversion

It is based on LU factorization (which is part of uBLAS).

Apart from checking at the beginning if the input matrix is square,
what kind of other "checks" does it lack?

> Was there a reason that an inversion method wasn't included in the uBLAS
> library?  It seems a pretty basic matrix manipulation.  Is there a
> complexity I'm not familiar with that would prohibit it's implementation?
>

>From my little experience with the implementation of math problems,
you rarely use matrix inversion.
Anyway, don't know why this function has not been included yet.
Personally I use (a variant of) the one above, with the addition that
in case of a singular matrix, I return a matrix with all values set to
infinity (just like MATLAB does)

-- Marco

> Ryan