Matrix Inversion: LAPACK Computational
Routines
It is seldom necessary to compute an explicit inverse
of a matrix. In particular, do not attempt to solve a system of equations
by
first computing
and then forming the
matrix-vector product
. Call a solver
routine instead (see
Routines for Solving Systems of Linear
Equations); this is more efficient and more accurate.
Ax
=
b
A
-1
x
=
A
-1
b
However, matrix inversion routines are provided for
the rare occasions when an explicit inverse matrix is needed.