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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


I need to calculate inv(A) . B where A,B are matrices.

The gsl doc on gsl_linalg_LU_invert says in

> 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

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

Is there a better / more direct approach that is more numerically
stable and accurate ?



Srimal Jayawardena
BSc (Engineering), BIT, MIET
PhD Student, Australian National University.

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