Re: Inverting a Matrix

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Posted by Massimo gaspari on June 25, 1998 at 06:49:26:

In Reply to: Inverting a Matrix posted by Don Visco on June 19, 1998 at 15:30:36:

You wrote
: I need to accurately invert a 108 x 108 real,
: non-symmetric matrix. Currently I am using the
: LU decomposition routine in Numerical Recipes but
: when I check the inverse I find that some of the
: off-diagonal elements are not zero. In fact,
: the last two rows have elements which are in the thousands.

Do you know the condition number of the matrix?

Do you really need the inverse?

: When I ran the code using the -d16 switch on F90, the
: problem went away but it took about 15 times longer.
: I tried iterative improvement but that doesn't help.

Iterative improvement often needs calculation performed
at higher precision than precision used before
iterative improvements.

: Any suggestions on a robust algorithm which does not require
: the -d16 switch. Please e-mail me directly if you don't mind.
: Thanks!

Try to use lapack or clapack.

Hope this help


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