Is there a function to invert a matrix

[Intel_C_Intel]

I see there are functions to multiply and transpose a matrix, is there one to invert a matrix?

Thanks,

David

[Jugoslav_Dujic]

No, there's no standard function to invert a matrix.

First, note that LU decomposition + solution of linear system is far preferred method to matrix inversion. Matrix inversion is seldom really needed (only if you'll need the inverted matrix for many times afterwards).

I use linpack routines from netlib for that. See ssifa, sgefa and ssisl; make sure to download the underlying BLAS routines & dependencies as well (there's an appropriate option during the download). (Double precision equivalents have prefix "d" instead of "s").

Jugoslav

[durisinm]

I believe that the IMSL routines that come with the professional version of CVF include one to invert a matrix. I can't verify that right now because my system with CVF pro installed is down.

Mike

[david_jones]

Yes, IMSL has several, depending on the type of matrix you want to invert (real,complex,positive definite...) and with and without iterative refinement.

The docs say they are based on/ derived from linpack and laback.