public static void InverseDeterminant(Matrix matrix, out Matrix inverse, out double determinant)
{
int n = matrix.Rows;
if (matrix.Columns != n)
{
throw new ArgumentException("The matrix isn't a square matrix.");
}
double[,] a = matrix.ToArray();
if (!trfac.spdmatrixcholesky(ref a, n, false))
{
throw new ArithmeticException();
}
determinant = matdet.spdmatrixcholeskydet(ref a, n);
int info = 0;
matinv.matinvreport rep = new matinv.matinvreport();
matinv.spdmatrixcholeskyinverse(ref a, n, false, ref info, ref rep);
for (int i = 0; i < n; i++)
{
for (int j = i + 1; j < n; j++)
{
a[i, j] = a[j, i];
}
}
inverse = new Matrix(a);
}
/// <summary>
/// Matrix inversion using LU decomposition.
/// </summary>
public bool TryInverse(out Matrix inverse)
{
if (n == 0 && m == 0)
{
// Handle degenerate case.
inverse = Matrix.Zero(0, 0);
return true;
}
if (n == m)
{
double[,] x = (double[,])a.Clone();
int info = 0;
matinv.matinvreport rep = new matinv.matinvreport();
// Compute the inverse.
matinv.rmatrixluinverse(ref x, ref pivots, n, ref info, ref rep);
if (info == 1)
{
inverse = new Matrix(x);
return true;
}
}
inverse = null;
return false;
}