INVERSION MATRIX
Posted:
Wed Jun 04, 2008 7:31 pmby 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?
Posted:
Fri Jun 06, 2008 9:02 pmby 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.
Posted:
Sat Jun 07, 2008 5:13 amby alex_1978
kdallen wrote: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