Re: C-source of matrix inversion



lanbaba wrote:
> I've implemented the matrix inversion in C, but it is too slow. Does
> anyone know a good free C source for matrix inversion?

There is Chapter 2.3 in Numerical Recipes in C:
http://www.library.cornell.edu/nr/cbookcpdf.html

Also note the following chapters that discuss special matrices and
their inversion. If your matrix has a special form, inverting it might
be possible in a faster manner than with general LU decomposition.

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