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Matrix inversion algorithms

Aug 5, 2012 at 9:19 PM

Please Guys,

I was wondering what kind of algorithm you use for matrix inversion and I decided to look at the code source. However I have not find it. The api says that the Inverse method should be inside the Matrix<T> class

...but unfortunatly there is no code for the Inverse methods there neither inside the DenseMatrix, Matrix (Double, single or Generic)

Thanks for your help

Aug 5, 2012 at 11:48 PM

The code you're looking for is in Matrix.Arithmetic.cs L1213-1221. We use the LU decompositon, which is implemented in one of our managed or native providers.