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Large Matrix Inversion Methods

Hi, I did some research on matrix inversion (linear algebra), and I wanted to use C ++ template programming for an algorithm that I found out that there are a number of methods such as: Gauss-Jordan exception or LU Decomposition and I found the LU_factorize function (C ++ boost library)

  • I want to know if there are other methods that are better (advantages / disadvantages), from the point of view of programmers or mathematicians?

  • If there are no other faster methods, is there already an (matrix) inversion function in the boost library, because I searched alot and didn't find it.

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5 answers

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You might want to use a C ++ wrapper around LAPACK. LAPACK - very mature code: tested, optimized, etc.

One of these shells is the Intel Mathematical Core Library .

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Source: https://habr.com/ru/post/1757026/

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