Re: Matrix Inversion Suggestions for Fortran

On Mar 21, 8:27 pm, rmauds...@xxxxxxxxxxxxxx wrote:
On Mar 21, 4:10 am, 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?

Best, Rudy

Numerical Recipes also has a chapter on iterative improvement.

http://www.nrbook.com/a/PDF4.gif

The Fortran version of this chapter (from an obsolete edition) is
here:

http://www.nrbook.com/a/bookfpdf/f2-5.pdf
.

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