Matrix inversion

[Victor Eijkhout]

>For anyone who does numerical work I highly recommend the Numerical 
>Recipes books.

I think you'll find almost anyone doing numerical work professionally 
disagreeing with that :-)

Anyway, it looks like a factorisation with partial pivoting, so 
that's not too bad from a pov of stability. However, coding systems 
solution (the standard answer to "how do I invert a matrix" is "you 
don't; you probably only need to solve a system") in an interpreted 
language wil be very slow compared to even a straight Fortran or C 
code, let alone an optimised code. If you are going to do this with 
matrices of any macroscopic size, you'd better figure out how to 
interface RR to a fortran or c object file.
-- 
Victor Eijkhout <eijkhout at cs.utk.edu>
tel: 865 974 9308 (W), 865 673 6998 (H), 865 974 8296 (F)
http://www.cs.utk.edu/~eijkhout/