Re: Octave/C++ matrix Inv() comparison

[c.]

On 8 Jul 2013, at 18:35, Ed Meyer <address@hidden> wrote:

> 
> >> the numbers agree in the first two places so there may not be programming 
> >> errors
> >> but the lapack functions used by octave do equilibration and pivoting to 
> >> improve
> >> the solution - why not just use lapack (dgesvx)? 
> 
> 
> 
> > thank you for your answer
> 
> > it "deblocks" me a little ^^. So what you said is that the C++ routine i 
> > use are not as precise > as in Octave ? it makes sense now that you say 
> > it...
> 
> > So I looked at the subroutine dgesvx as you told me
> 
> > I see that there are a lot of parameters
> 
> > Could you help me with those parameters ? I don't understand a clue
> 
> > All i need to do i take the inverse of a <double** matrix> with <int n> the 
> > size of the matrix
> 
> > but i don't understand what are all those parameters, even with the 
> > explanation of the routine
> 
> > mucho thanks for the help )))
> 
> > Jeff
> 
> If you haven't called fortran routines from C++ before there are a few issues 
> to
> be aware of; see e.g.
>  http://www.yolinux.com/TUTORIALS/LinuxTutorialMixingFortranAndC.html
> the main things you have to be aware of is how fortran stores matrices, all 
> args
> are pointers, and the naming convention (e.g. on linux dgesv is dgesv_).
> 
> It would probably be worthwhile trying the simpler routine dgesv which 
> doesn't do
> equilibration but has a simpler interface:
> 
>     dgesv (n, nrhs, a, lda, ipiv, b, ldb, info)
> 
> where "b" is an (n,n) identity matrix (I like using stl vectors for temp 
> arrays):
> 
>   vector<double> b(n*n, 0.0);
>   for (i=0; i<n; i++)
>      b[i*(n+1)] = 1.0;
> 
> ipiv is an output array of ints:
> 
>    vector<int> ipiv(n);
> and you call with pointers for ints:
> 
>   dgesv_ (&n, &n, &a[0], &n, &ipiv[0], &b[0], &ldb, &info);
> 
> Calling fortran from C++ is a pain but it does open up a huge amount
> of code once you figure out how to do it.
> 
> -- 
> Ed Meyer

Otherwise, 
If you want a linear algebra library with a more typical C++ interface you may 
want to have a look at eigen [1]
c.

[1] http://eigen.tuxfamily.org