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Re: Matirx inverse
- From: Joerg Frochte <joerg dot frochte at uni-essen dot de>
- To: Sushmita Roy <sroy at cs dot unm dot edu>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Tue, 25 Nov 2003 08:52:28 +0100
- Subject: Re: Matirx inverse
- References: <3FC234ED.6010206@cs.unm.edu>
- Reply-to: Joerg Frochte <joerg dot frochte at uni-essen dot de>
Hi,
* Sushmita Roy <sroy@cs.unm.edu> [031124 17:42] schrieb:
> I need to perform an inverse operation on a matrix
> and I am using the gsl_linalg_LU_invert function
> to do so. However, this is taking really long
> as the the size of my matrix is 6500X6500.
> Is there a faster way to do this?
I do not know any way to speed up in gsl, but
maybe this information can help you anyway.
Is this matrix dense or sparse ?
If it is sparse you could use SuperLU
http://crd.lbl.gov/~xiaoye/SuperLU/
If it is dense, you can try to solve a linear
system of equations 6500 times to get the rows of
A^-1 by using e.g. the optimized version of
lapack provided by atlas.
http://math-atlas.sourceforge.net/
Good luck,
Joerg
--
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