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## [Help-gsl] Best way to Calculating inv(A) . B

**From**: |
Srimal Jayawardena |

**Subject**: |
[Help-gsl] Best way to Calculating inv(A) . B |

**Date**: |
Fri, 2 Apr 2010 14:27:32 +1100 |

Hi
I need to calculate inv(A) . B where A,B are matrices.
The gsl doc on gsl_linalg_LU_invert says in
http://www.gnu.org/software/gsl/manual/html_node/LU-Decomposition.html
>* It is preferable to avoid direct use of the inverse whenever possible, as the *
>* linear solver functions can obtain the same result more efficiently and *
>* reliably (consult any introductory > textbook on numerical linear algebra for *
>* details).*
Does gsl have a nice wrapper function to do this for given matrices A and B.
One way I can think of is to use,
gsl_linalg_LU_solve (&m.matrix, p, &b.vector, x);
as explained in
http://www.gnu.org/software/gsl/manual/html_node/Linear-Algebra-Examples.html
I would need to find the solution vector x for each col vector b (of
matrix B) and and concatenate the x vectors to obtain my inv(A).B
matrix.
Is there a better / more direct approach that is more numerically
stable and accurate ?
Thanks
Srimal
--
~
Srimal Jayawardena
BSc (Engineering), BIT, MIET
PhD Student, Australian National University.
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**[Help-gsl] Best way to Calculating inv(A) . B**,
*Srimal Jayawardena* **<=**