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[Caml-list] inversion de matrice en caml
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 Date: 2002-05-27 (17:40) From: Oleg Subject: Re: [Caml-list] inversion de matrice en caml
On Monday 27 May 2002 10:06 am, thomas Icart wrote:
> Je suis en math-spe .Pour mon tipe sur la geometrie des nombres ,j'aurai
> besoin d'un programme qui puisse  m'inverser des matrices de taille au
> moins 15*15 dans un temps assez raisonnable.
> Je vous remercie d'avance.
> Thomas ICART.
>

Typically, responsible programmers will use LAPACK (
http://www.netlib.org/lapack/lug/lapack_lug.html ) for all their linear
algebra needs. LAPACK in turn uses BLAS (http://www.netlib.org/blas/).
If speed is important to you, and your hardware vendor does not supply
hardware-specific BLAS, consider a self-optimizing version of BLAS called
ATLAS ( http://math-atlas.sourceforge.net/ ). Up to 10x speed-ups are
possible with ATLAS compared to generic BLAS.

If you don't want to "roll your own" interface to LAPACK (as it is in
FORTRAN), consider LACAML (found at
http://www.ai.univie.ac.at/~markus/home/ocaml_sources.html ). I haven't tried
it yet.

BTW, in most cases matrix inversion is not required. To solve A*X=B (where X
is either a vector or a matrix) use xGESV subroutine (x = C,Z,S,D - denotes
complex, double complex, float, double respectively). If you insist on
finding the inverse, use xGETRI.

HTH

Oleg
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