Article View: comp.lang.fortran
Article #4576Re: inverse matrix
From: H. D. Knoble
Date: Fri, 08 Jan 1993 17:54
Date: Fri, 08 Jan 1993 17:54
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Regardless of the kind of matrix that is being dealt with, the code (e.g., IMSL, NAG) should check for computational singularity (or in the case of generalized inverse check that the generalized inverse is also a least squares inverse and set an appropriate flag). The code should also effect as accurate an inverse as feasible on each platform it is run on. Else one can get an "inverse" that is just plain wrong too easily. If this matrix inversion is for an important project, it might be wise to stay away from Numerical Recipes algorithms (and textbook code in general with a few exceptions) as they are not usually robust in the above sense. What this amounts to is that good algorithms are most often more than taking the algebra and applying FORmula TRANslation to it. So know WHO you're getting code from, and what algorithm(s) are being used.
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Path: arc1-ca.pugleaf.net!sparky!uunet!paladin.american.edu!gatech!rpi!uwm.edu!psuvax1!psuvm!hdk Organization: Penn State University Date: Fri, 8 Jan 1993 12:54:09 EST From: H. D. Knoble <HDK@psuvm.psu.edu> Message-ID: <93008.125409HDK@psuvm.psu.edu> Newsgroups: comp.lang.fortran Subject: Re: inverse matrix References: <C0I49C.Jrr@athena.cs.uga.edu> Lines: 15