MathGroup Archive 2004

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Re: Matrix Inversion


Gregor,

If your matrix were badly conditioned, another system would probably 
also have trouble. Often the matrix merely needs rescaling. I use the 
following:

scaledInverse[m_?MatrixQ] :=
   With[{scale = MapIndexed[If[#2[[1]] == #2[[2]], 1/Sqrt[#1], 0] & , m, 
{2}]},
     scale . Inverse[scale . m . scale] . scale
   ]

Tom Burton


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