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

Subject: Re: [Boost-users] [uBLAS] Matrix inversion
From: Bo Jensen (jensen.bo_at_[hidden])
Date: 2011-03-03 13:16:11

On Thu, Mar 3, 2011 at 4:04 PM, Ryan <mccorywork_at_[hidden]> wrote:
> On Wed, Mar 2, 2011 at 2:06 PM, Bo Jensen <jensen.bo_at_[hidden]> wrote:
>>
>> LU is a factorization of the matrix not a inverse...in real life
>> inverting the matrix is only for small examples.
>
>
> Since I'm dealing with a Kalman Filter in my real life the inverse is
> needed.

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

>
> Ryan
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