matrix inversion

[Randall Mackie]

Matt,

There may be very valid reasons why one would want a matrix inverse,
say in the context of solving optimizations where you need the
inverse of the covariance matrix, and you need those values to
embed in another system.

In this case, just getting the action of the inverse times a vector
is not what is needed.

Randy


Matthew Knepley wrote:
> On 9/21/07, Randall Mackie <randy at geosystem.us> wrote:
>> I have a collegue who is considering to use PETSc for programming
>> his problem. He would like to know if you can get the actual
>> inverse of a matrix, because this inverse is embedded in another
>> larger system that is then solved.
>>
>> I suppose that if you solve the system directly, say with SuperLU
>> or MUMPS, you could get the actual inverse? I looked briefly through
>> the manual and documentation, but it didn't jump out at me.
> 
> This makes several time this week people have asked for inverses. Never
> never never use the inverse. Its not stable. The storage blows up. That is
> why factorizations were invented. Numerical analysis courses have failed
> the country entirely. Just use a KSP and tell it -ksp_type preonly -pc_type lu
> and then you can customize the matrix type for different solvers. KSPSolve()
> will apply the matrix. If you want to get the action on an entire matrix, this
> is dense and we would have to put in the BLAS3 triangular solve calls.
> 
>   Matt
> 
>> Any advice here?
>>
>> Thanks, Randy
>>
>> --
>> Randall Mackie
>> GSY-USA, Inc.
>> PMB# 643
>> 2261 Market St.,
>> San Francisco, CA 94114-1600
>> Tel (415) 469-8649
>> Fax (415) 469-5044
>>
>> California Registered Geophysicist
>> License No. GP 1034
>>
>>
> 
> 

-- 
Randall Mackie
GSY-USA, Inc.
PMB# 643
2261 Market St.,
San Francisco, CA 94114-1600
Tel (415) 469-8649
Fax (415) 469-5044

California Registered Geophysicist
License No. GP 1034