Anybody know of a link to a page that describes an algorithm for matrix inversion. My old linear algebra book describes a 'by hand' method, but it's unsuitable for automating.
SUBROUTINE SUBST ( W, IPIVOT, B, N, X )..., we hasten to point out that there is usually no good reason for ever calculating the inverse.
Originally posted by chroot
Numerical Recipes also has a lot of good material on the topic, in both fortran and C++. And, as quite a nice gift to the scientific community, the books are available in their entirety online: