Friday 15 February 2013

c - Does Lapack check if a matrix is invertible before it tries to invert it -


I use LAPACK in a C code which allows me to reverse the matrix. To be more precise, I use dgetrf_ then dgetri_ to reciprocate.

But as I'm dealing with large matrix and I do not know whether Matriss is inviable or not, I'm taking a long time to reverse a non-inconvenient matrix ... what a Way to use LAPACK? About the failure of dgetrf + dgetri on a single matrix (despite being a couple) . It provides a way to check the "inconvenience" of the matrix in question: Assess the position number (function dgecon ).

The condition number can help because it is the asset of the matrix, and therefore is not related to the accuracy of your algorithm and / or rounded error of the PC. The higher the number of conditioning, it will be close to your matrix, so you can essentially set the upper bound to your conditioning number. Look at the tables below to see a potential function-calling-order based on the type of metric you are using.

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