[sci.math] Looking for Matrix Inversion source code

true@elbereth.rutgers.edu (Frederick True) (12/04/90)

Greetings-
	I am looking for a quick and dirty algorithm to compute the inverse
of a NxN positive definite matrix. I would like to keep the number of
arithmetic operations to a low roar, so an iterative method would be
preferred (Jacobi and Seidel, steepest descent, Monte-Carlo, conjugate
gradient, what-have-you). 
	I don't care what language it is in as I am more interested in the
algorithm than the code itself. However, the end result will be implemented
in C, so C source would be mighty fine. Any pointers will be greatly
appreciated!!

Please e-mail me at: true@elbereth.rutgers.edu

Thanks!
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Frederick True        	true@elbereth.rutgers.edu	ftrue@attmail.att.com
  "A woman that loves to be at the window, is like a bunch of grapes on the
	highway."  -W. H. Thompson
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