Henning P. Jørgensen wrote:
> On my system it is possible to invert up to 87*87 matrices with J and
> widows on a PC.
> I believe excell goes to something like 64*64.
> Of cause SAS and GAMS can go higher, but
>
> Is it possible to get J to invert larger matrices? May be as Sparse?
>
> As you may have guessed the LAPACK lab did not work on my PC.
> I can download it to the add on area, but a call from the LAPACK lab
> results in an error. Is there a solution to that?
The addon structure is being changed from ~addons/lapack to
~addons/math/lapack : this may cause confusion.
load '~addons/math/lapack/lapack.ijs'
load '~addons/math/lapack/dgesv.ijs'
dgesv_z_=:dgesv_jlapack_
testm=:3 : '(? (y,y) $ 100);=i.y'
On my computer (32 bit Windows, 1GB) I can get (at least) up to
dgesv testm 2000
before running out of memory.
You may want to reformulate your problem: calculating inverses and
determinants is very computationally expensive and potentially inaccurate.
For example, if you want to solve Ax=b, finding the inverse of A is not a
good way to go about it numerically.
Best wishes,
John
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