How to reduce the time to calculate the inverse of a matrix

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Raviteja Panamgipalli on 23 Apr 2013

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I have a 64 x 64 matrix,and it is taking a lot of time like 15-20 minutes to compute the inverse,Let my matrix be A,I'm using the command inv(A) to compute the inverse,Is there any alternative method to make my function work faster,Thank you in advance :)

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Friedrich on 23 Apr 2013

Edited: Friedrich on 23 Apr 2013

Are you sure your dimension is correct? A Matrix like this shouldnt take longer than a few seconds. Can you give us an example MATRIX and a tic,toc output of tic,inv(A);toc? What machine are you running MATLAB on? I cant believe it takes 15-20min.

Edric Ellis on 23 Apr 2013

Why do you need inv? See Loren's blog on the purpose of inv here: http://blogs.mathworks.com/loren/2007/05/16/purpose-of-inv/

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Answer 1

Matthias on 23 Apr 2013

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I think the inv function implemented by Mathworks is as fast as it gets for the general purpose. There are two inv-functions in the Ligthspeed library, but it seems like these are designed for special cases. Your should see if these cases apply with your Matrix.

The other possibility will be using better Hardware. Since inv() is implemented in cuda by Mathworks ill assume it is parallelizable. Make sure to load all your cores using 'matlabpool' and see if your GPU hat CUDA 1.3.