fastmatrix (version 0.5-7721)

lu2inv: Inverse from LU factorization

Description

Invert a square matrix from its LU factorization.

Usage

lu2inv(x)

Value

The inverse of the matrix whose LU factorization was given.

Unsuccessful results from the underlying LAPACK code will result in an error giving a positive error code: these can only be interpreted by detailed study of the Fortran code.

Arguments

x

object representing an LU factorization. This will typically have come from a previous call to lu.

References

Anderson. E., Bai, Z., Bischof, C., Blackford, S., Demmel, J., Dongarra, J., Du Croz, J., Greenbaum, A., Hammarling, S., McKenney, A. Sorensen, D. (1999). LAPACK Users' Guide, 3rd Edition. SIAM.

Golub, G.H., Van Loan, C.F. (1996). Matrix Computations, 3rd Edition. John Hopkins University Press.

See Also

lu, solve.

Examples

a <- matrix(c(3,2,6,17,4,18,10,-2,-12), ncol = 3)
z <- lu(a)
a %*% lu2inv(z)