[ublas] Inversion of a sparse matrix

Subject: [ublas] Inversion of a sparse matrix
From: Moritz Lenz (mlenz_at_[hidden])
Date: 2009-02-09 06:47:13

Hi,

I'm looking for an implementation that inverts a sparse matrix, and 
returns a "full" (or dense, or whatever it's called...) matrix.

I currently assign it to a dense matrix and use the LU-decomposition 
which I found here:
http://www.crystalclearsoftware.com/cgi-bin/boost_wiki/wiki.pl?LU_Matrix_Inversion
but it's rather slow, and currently the bottleneck of my program - any 
thoughts on how to improve it are very welcome.

Cheers,
Moritz