🚀 go-pugleaf

In article <1992Sep6.130627.3151@greco-prog.fr> bardo@ief-paris-sud.fr writes:
>Dear readers,
>
>I'm looking for the realy simplest/shortest code (no pivot etc.)
>doing matrix inversion for fiddling around (preferably in C).
>
>If it simplifies the whole thing: 
>my matrix is positive definite and symetric.
>
>Thanks for your answers
>
>Bardo

The SWEEP operator (reference appended) yields four or five line
algorithms for matrix inversion.  It's fine for just fiddling around.
But for serious computations, most problems can be solved faster and
more stably without forming a matrix inverse.  See any of the standard
textbooks on numerical linear algebra.

Pete Stewart

\begin{thebibliography}{1}

\bibitem{dbms:79}
J.~J. Dongarra, J.~R. Bunch, C.~B. Moler, and G.~W. Stewart.
\newblock {\em LINPACK User's Guide}.
\newblock SIAM, Philadelphia, 1979.

\bibitem{govl:89}
G.~H. Golub and C.~F. Van~Loan.
\newblock {\em Matrix Computations}.
\newblock Johns Hopkins University Press, Baltimore, Maryland, 2nd edition,
  1989.

\bibitem{good:79}
J.~H. Goodnight.
\newblock A tutorial on the sweep operator.
\newblock {\em American Statistician}, 33:149--158, 1979.

\bibitem{stew:73c}
G.~W. Stewart.
\newblock {\em Introduction to Matrix Computations}.
\newblock Academic Press, New York, 1973.

\bibitem{watk:91}
D.~S. Watkins.
\newblock {\em Fundamentals of Matrix Computations}.
\newblock John Wiley \& Sons, New York, 1991.

\end{thebibliography}