For anyone who does numerical work I highly recommend the Numerical Recipes books.
I think you'll find almost anyone doing numerical work professionally disagreeing with that :-)
Anyway, it looks like a factorisation with partial pivoting, so that's not too bad from a pov of stability. However, coding systems solution (the standard answer to "how do I invert a matrix" is "you don't; you probably only need to solve a system") in an interpreted language wil be very slow compared to even a straight Fortran or C code, let alone an optimised code. If you are going to do this with matrices of any macroscopic size, you'd better figure out how to interface RR to a fortran or c object file.
--
Victor Eijkhout <[EMAIL PROTECTED]>
tel: 865 974 9308 (W), 865 673 6998 (H), 865 974 8296 (F)
http://www.cs.utk.edu/~eijkhout/
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