forum.alglib.net

Hello, I've recently came across alglib and it looks like a great library with a lot of stuff that is too advanced for me :D

My first task is to take a large real matrix, invert it and multiply by a vector. I found an inverse using the alglib.rmatrixinverse, but I cannot find a way to multiply it by a vector. I've read the documentation and found alglib.cmatrixgemm, but that seems like overkill and I would have to manually convert my matrix which is just a double array into a complex matrix. I could also write my own function to do that, it's not very hard, would that be the best way?

Two options are available:
1. you can use alglib.rmatrixmv() - if you want to calculate real matrix-vector product
2. you can use alglib.rmatrixgemm() - if you want to calculate real matrix-matrix product

Ahh how could I miss this, thank you very much!