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POSymmetric Matrix Inversion in C using CBLAS/LAPACK
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2012-05-23T11:58:27.353
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2017-03-22T15:16:34.513
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2012-05-23T13:36:37.023
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I am writing an algorithm in C that requires Matrix and Vector multiplications. I have a matrix Q (W x W) which is created by multiplying the transpose of a vector J(1 x W) with itself and adding Identity matrix I, scaled using scalar a. Q = [(J^T) * J + aI]. I then have to multiply the inverse of Q with vector G to get vector M. M = (Q^(-1)) * G. I am using cblas and clapack to develop my algorithm. When matrix Q is populated using random numbers (type float) and inverted using the routines sgetrf_ and sgetri_ , the calculated inverse is correct. But when matrix Q is symmetrical, which is the case when you multiply (J^T) x J, the calculated inverse is wrong!!. I am aware of the row-major (in C) and column-major (in FORTRAN) format of arrays while calling lapack routines from C, but for a symmetrical matrix this should not be a problem as A^T = A. I have attached my C function code for matrix inversion below. I am sure there is a better way to solve this. Can anyone help me with this? A solution using cblas would be great... Thanks. <pre><code>void InverseMatrix_R(float *Matrix, int W) { int LDA = W; int IPIV[W]; int ERR_INFO; int LWORK = W * W; float Workspace[LWORK]; // - Compute the LU factorization of a M by N matrix A sgetrf_(&W, &W, Matrix, &LDA, IPIV, &ERR_INFO); // - Generate inverse of the matrix given its LU decompsotion sgetri_(&W, Matrix, &LDA, IPIV, Workspace, &LWORK, &ERR_INFO); // - Display the Inverted matrix PrintMatrix(Matrix, W, W); } void PrintMatrix(float* Matrix, int row, int colm) { int i,k; for (i =0; i < row; i++) { for (k = 0; k < colm; k++) { printf("%g, ",Matrix[i*colm + k]); } printf("\n"); } } </code></pre>
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<c><lapack><blas><accelerate-framework><matrix-inverse>
Title
Symmetric Matrix Inversion in C using CBLAS/LAPACK
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