Well, it depends on the format of the matrix. If it can be arranged into a tridiagonal form, then it can be inverted much faster using [1].
If it's a general sparse matrix (i.e., there is some data away from the three main diagonals), then unfortunately there's nothing available in GSL.
Armadillo supports eigenvalue searches in sparse matrices (although you can only get selected eigenvalues) but doesn't support sparse matrix inversions yet.
There are a couple of older libraries like libsparse++ and arpack++ that may be useful although their API is the stuff of nightmares!
Let me know what the maths looks like and I'll see if I can find something useful :)
AV
[1] http://www.gnu.org/software/gsl/manual/html_node/Tridiagonal-Systems.html#Tridiagonal-Systems
On 11 April 2014 12:18, Tavmjong Bah <tavmjong@...8...> wrote:
> On Fri, 2014-04-11 at 12:02 +0100, Alex Valavanis wrote:
>> Jabier,
>>
>> Can you give some information about the type of problem you're trying
>> to solve? The LU decomposition approach is fine for general matrix
>> inversions, but there are much faster algorithms available for sparse
>> matrices.
>
> Alex,
>
> What would you recommend for sparse matrices? I have a long term
> Inkscape project that needs this.
>
> Thanks,
>
> Tav
>
>
>
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