lu2inv: Inverse from LU factorization

In fastmatrix: Fast Computation of some Matrices Useful in Statistics

Inverse from LU factorization

Description

Invert a square matrix from its LU factorization.

Usage

lu2inv(x)

Arguments

x	object representing an LU factorization. This will typically have come from a previous call to lu.

Value

The inverse of the matrix whose LU factorization was given.

Unsuccessful results from the underlying LAPACK code will result in an error giving a positive error code: these can only be interpreted by detailed study of the Fortran code.

Source

This is an interface to the LAPACK routine DGETRI. LAPACK is from https://netlib.org/lapack/ and its guide is listed in the references.

References

Anderson. E., Bai, Z., Bischof, C., Blackford, S., Demmel, J., Dongarra, J., Du Croz, J., Greenbaum, A., Hammarling, S., McKenney, A. Sorensen, D. (1999). LAPACK Users' Guide, 3rd Edition. SIAM.

Golub, G.H., Van Loan, C.F. (1996). Matrix Computations, 3rd Edition. John Hopkins University Press.

See Also

lu, solve.

Examples

a <- matrix(c(3,2,6,17,4,18,10,-2,-12), ncol = 3)
z <- lu(a)
a %*% lu2inv(z)

fastmatrix documentation built on Oct. 12, 2023, 5:14 p.m.