/// <summary>
/// Calculates the inverse of the original matrix and returns it in a new <see cref="SymmetricMatrix"/> instance.
/// WARNING: If <paramref name="inPlace"/> is set to true, this object must not be used again, otherwise a
/// <see cref="InvalidOperationException"/> will be thrown.
/// </summary>
/// <param name="inPlace">False, to copy the internal factorization data before inversion. True, to overwrite it with
/// the inverse matrix, thus saving memory and time. However, that will make this object unusable, so you MUST NOT
/// call any other members afterwards.</param>
public SymmetricMatrix Invert(bool inPlace)
{
CheckOverwritten();
// Call LAPACK
double[] inverse; // if A is posdef, so is inv(A)
if (inPlace)
{
inverse = data;
IsOverwritten = true;
}
else
{
inverse = new double[data.Length];
Array.Copy(data, inverse, data.Length);
}
int indefiniteMinorIdx = LapackLinearEquations.Dpptri(StoredTriangle.Upper, Order, inverse, 0);
// Check LAPACK execution
if (indefiniteMinorIdx < 0)
{
return(SymmetricMatrix.CreateFromPackedColumnMajorArray(inverse, Order, DefiniteProperty.PositiveDefinite));
}
else // this should not have happened
{
throw new IndefiniteMatrixException($"The entry ({indefiniteMinorIdx}, {indefiniteMinorIdx}) of the factor U"
+ " is 0 and the inverse could not be computed.");
}
}
