INVERSION MATRIX

[alex_1978]

Hello,

I want to invert a small (in dimensions) matrix this matrix is not a square but when I multiply by the transpose then the product GG(Transpose) is 15x15.
There is someone that he has already used a code (in Lapack) for this inversion?

[kdallen]

Are saying you want to find the inverse of J where J = A'A (A' means transpose of A)?

If so, then J = R'R (where R is from QR factorization of A and R' is the transpose of R). The inverse is easily calculated by computing the QR factorization of A (dgeqrf?), then solving 2 triangular linear equations (dtrtrs?).

What you want is X is where R'RX = I (I = identity matrix).

Unless I totally miss what you are trying to do.

[alex_1978]

Are saying you want to find the inverse of J where J = A'A (A' means transpose of A)?

If so, then J = R'R (where R is from QR factorization of A and R' is the transpose of R). The inverse is easily calculated by computing the QR factorization of A (dgeqrf?), then solving 2 triangular linear equations (dtrtrs?).

What you want is X is where R'RX = I (I = identity matrix).

Unless I totally miss what you are trying to do.

Thank you very much, I will try to do