Re: Matrix Inversion Suggestions for Fortran
- From: aruzinsky <aruzinsky@xxxxxxxxxxxxxxxxxxxx>
- Date: Sat, 22 Mar 2008 09:37:58 -0700 (PDT)
On Mar 21, 2:27 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
I can't help but think that if iterative improvement worked with LUP
decomposition, iterative improvement would be a lot more popular.
In my experience, Numerical Recipies, is not relatively good. Many
better fundamental algorithms can be found in Collected Algorithms
From ACM Volumes I - III. The algorithms date back to the 1960s and
many were written in algol.
.
- References:
- Matrix Inversion Suggestions for Fortran
- From: rjmagyar
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- From: rmaudsley
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