Re: Octave/C++ matrix Inv() comparison

[Ed Meyer]

>> the numbers agree in the first two places so there may not be programming errors
>> but the lapack functions used by octave do equilibration and pivoting to improve
>> the solution - why not just use lapack (dgesvx)?

> thank you for your answer
      
      > it "deblocks" me a little ^^. So what you said is that the C++
      routine i use are not as precise > as in Octave ? it makes sense now
      that you say it...
      
      > So I looked at the subroutine dgesvx as you told me
      
      > I see that there are a lot of parameters
      
      > Could you help me with those parameters ? I don't understand a
      clue
      
      > All i need to do i take the inverse of a <double** matrix>
      with <int n> the size of the matrix
      
      > but i don't understand what are all those parameters, even with
      the explanation of the routine
      
      > mucho thanks for the help )))
      
      > Jeff

If you haven't called fortran routines from C++ before there are a few issues to
be aware of; see e.g.
 http://www.yolinux.com/TUTORIALS/LinuxTutorialMixingFortranAndC.html


the main things you have to be aware of is how fortran stores matrices, all args
are pointers, and the naming convention (e.g. on linux dgesv is dgesv_).

It would probably be worthwhile trying the simpler routine dgesv which doesn't do


equilibration but has a simpler interface:

    dgesv (n, nrhs, a, lda, ipiv, b, ldb, info)

where "b" is an (n,n) identity matrix (I like using stl vectors for temp arrays):

  vector<double> b(n*n, 0.0);

  for (i=0; i<n; i++)
     b[i*(n+1)] = 1.0;

ipiv is an output array of ints:

   vector<int> ipiv(n);
and you call with pointers for ints:

  dgesv_ (&n, &n, &a[0], &n, &ipiv[0], &b[0], &ldb, &info);

Calling fortran from C++ is a pain but it does open up a huge amount
of code once you figure out how to do it.

-- 
Ed Meyer