Reputation: 3
Is MPI implementation of matrix inversion a standard library routine or good MPI implementation critically depends on your setup(software/hardware) so have to be coded by yourself.
Upvotes: 0
Views: 1386
Reputation: 25160
ScaLAPACK provides implementations of lots of linear algebra functionality, including the solution to least squares problems. See for example the ScaLAPACK users' guide. (I don't think ScaLAPACK has a general matrix inverse - hopefully your application needs the inverse only to solve a linear system - in which case, using the functionality to do that directly will be more accurate than attempting to find an inverse).
Upvotes: 1