Hi alglib folks. First of all, thank you for making such a nice library. It is very useful!
I have run into an error in rmatrixinverse. Instead of returning the inverse of the input, it returns the negative of the inverse. When the returned inverse is multiplied with the original matrix, I get the negative of the identity matrix, not the identity matrix.
Please let me know if I am doing something incorrect. I appreciate your help.
I will provide C# test code to demonstrate.
Code:
// INITIALIZE VARIABLES
double[,] identity= new double[3, 3];
double[,] inverse = new double[3, 3];
double[,] original = new double[3, 3];
original[0, 0] = 1970.8937129336348;
original[0, 1] = 950.2643718955394;
original[0, 2] = 68.593866605156848;
original[1, 0] = -717.567202536722;
original[1, 1] = 1679.1060115738908;
original[1, 2] = 1237.0289481009058;
original[2, 0] = 0.31232455601872822;
original[2, 1] = -0.21461017714273767;
original[2, 2] = 0.92541657839832714;
for(int row_index = 0; row_index < 3; row_index++)
{
for(int column_index = 0; column_index < 3; column_index++)
{
inverse[row_index, column_index] = original[row_index, column_index];
}
}
// COMPUTE INVERSE
int success = 0;
alglib.matinv.matinvreport report = new alglib.matinv.matinvreport();
alglib.matinv.rmatrixinverse(ref inverse, 3, ref success, ref report);
if (success != 1)
{
throw new Exception("Failure to solve for inverse.");
}
// CHECK RESULTS
ablas.rmatrixgemm(3,
3,
3,
1.0,
ref inverse, // 3 x 3
0,
0,
0,
ref original, // 3 x 3
0,
0,
0,
0,
ref identity, // 3 x 3
0,
0);
for(int row_index = 0; row_index < 3; row_index++)
{
for(int column_index = 0; column_index < 3; column_index++)
{
if(row_index == column_index)
{
if(Math.Abs(identity[row_index, column_index] - 1) > Math.Pow(10,-6))
{
throw new Exception("Inverse multiplied by original does not give identity.");
}
}
else
{
if(Math.Abs(identity[row_index, column_index]) > Math.Pow(10,-6))
{
throw new Exception("Inverse multiplied by original does not give identity.");
}
}
}
}
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