Matrix Inversion

The IMSL_INV function inverts an n × n nonsingular matrix—either real or complex. The inverse also can be obtained by using the INVERSE keyword in functions for solving systems of linear equations. You do not need to compute the inverse of a matrix if the purpose is to solve one or more systems of linear equations. Even with multiple right-hand sides, solving a system of linear equations by computing the inverse and performing matrix multiplication is usually more expensive than the method discussed in the next section.