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Subject: Re: calculating the inverse efficiently (not for solving equations :-) )
Date: Tue, 1 Apr 2008 20:38:02 +0000 (UTC)
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"Roger Stafford" <ellieandrogerxyzzy@mindspring.com.invalid>
wrote in message <fsu4bu$l24$1@fred.mathworks.com>...
>   If B is symmetric, real, and non-singular, you CAN use
eigenvectors to find its 
> inverse.  Just take the reciprocals of its eigenvalues:
> 
>  [v,d] = eig(B);
>  Binv = v*diag(1./diag(d))*v';
> 
>   However, I am not claiming this is necessarily the most
efficient way to solve 
> your problem.
> 
> Roger Stafford
> 

Indeed, yes you're right. Forgot that for symmetric matrices
you don't need the inverse of V, but only the transpose.

Maybe still not the most efficient way, but at least I'm one
step closer to an efficient solution.

Thanks!!