One way of doing this is to use gaussian elimination. If the matrix to
invert is A, the inversion of A is A' and the identity matrix is I,
then the algorithm is:

Row reduce A until it is I. If you now use the same row reductions on
I, you get A'.

----

The reduction of A can be written:
E1 E2 .. En A = I
Now A' = E1 E2 .. En I

This is just the same as reducing the matrix (A | I)  into ( I | A')
(first the columns of A, then the columns of I) , and return the matrix
composed of the last n columns of ( I | A' )

An other approach is to LU decompose A into LU and then create A'.

----

Now, remember: the inverse of A exists if, and only if A is nxn
(square) and det(A)=0


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