Re: Matrix Inversion Suggestions for Fortran

On Mar 20, 9:10 pm, rjmagyar <rjmag...@xxxxxxxxx> wrote:
Hi, I was wondering if any one can recommend a robust and fast matrix
inversion routine.   I have a matrix with vastly different  (sometimes
over 10 orders of magnitude) elements that needs to be inverted.  I
have modified the matinv routine by C. Reeve to allow double precision
calculations, but this doesn't seems to be enough.  The inverse I get
is only approximately correct.   Does any one know of either a general
routine that can handle this, or does any one know a scheme around
this?

The MIRACL library can invert a large Hilbert matrix, because it uses
multiple precision rational arithmetic.
http://www.shamus.ie/

Are you sure that the matrices are not actually singular?
.

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