bool InvertMatrix(const ublas::matrix<T>& input, ublas::matrix<T>& inverse) { using namespace boost::numeric::ublas; typedef permutation_matrix<std::size_t> pmatrix; // create a working copy of the input matrix<T> A(input); // create a permutation matrix for the LU-factorization pmatrix pm(A.size1()); // perform LU-factorization int res = lu_factorize(A,pm); if( res != 0 ) return false; // create identity matrix of "inverse" inverse.assign(ublas::identity_matrix<T>(A.size1())); // backsubstitute to get the inverse lu_substitute(A, pm, inverse); return true; }
bool LS::Regression::InvertMatrix (const ublas::matrix<double>& input, ublas::matrix<double>& inverse) { typedef ublas::permutation_matrix<std::size_t> pmatrix; // create a working copy of the input ublas::matrix<double> A(input); // create a permutation matrix for the LU-factorization pmatrix pm(A.size1()); // perform LU-factorization int res = lu_factorize(A,pm); if( res != 0 ) return false; // create identity matrix of "inverse" inverse.assign(ublas::identity_matrix<double>(A.size1())); // backsubstitute to get the inverse lu_substitute(A, pm, inverse); return true; }