C++ invert matrix

Question

The following dynamic array contains a non-symmetric n*n matrix (with n <=100):

int **matrix;
matrix = new int*[n];
for (int i = 0; i < n; i++)
    matrix[i] = new int[n];

Is there an extremely easy way to invert it? Ideally I'd only use something from the STL or download a single header file.

Solution 1

Using Eigen.

http://eigen.tuxfamily.org/index.php?title=Main_Page

You can map your array to an Eigen matrix and then perform efficient matrix inversion.

You must only include it.

I add that usually if you have to perform your inversion for linear system solving, it's better to use a matrix decomposition based on the properties of the matrix that you can exploit.

http://eigen.tuxfamily.org/dox/TutorialLinearAlgebra.html

Solution 2

Not extremely easy but it works: Numerical Recipes in c page 48, using LU decomposition.

Comments

[john]

Looks to be an interesting book! Just ordered one, should be a handy reference tool.

[assylias]

@john the C part of the book is actually free (but admittedly not very user friendly when browsing)