Python Inverse of a Matrix

Question

How do I get the inverse of a matrix in python? I\'ve implemented it myself, but it\'s pure python, and I suspect there are faster modules out there to do it.

Answer 1

For those like me, who were looking for a pure Python solution without pandas or numpy involved, check out the following GitHub project: https://github.com/ThomIves/MatrixInverse.

It generously provides a very good explanation of how the process looks like "behind the scenes". The author has nicely described the step-by-step approach and presented some practical examples, all easy to follow.

This is just a little code snippet from there to illustrate the approach very briefly (AM is the source matrix, IM is the identity matrix of the same size):

def invert_matrix(AM, IM):
    for fd in range(len(AM)):
        fdScaler = 1.0 / AM[fd][fd]
        for j in range(len(AM)):
            AM[fd][j] *= fdScaler
            IM[fd][j] *= fdScaler
        for i in list(range(len(AM)))[0:fd] + list(range(len(AM)))[fd+1:]:
            crScaler = AM[i][fd]
            for j in range(len(AM)):
                AM[i][j] = AM[i][j] - crScaler * AM[fd][j]
                IM[i][j] = IM[i][j] - crScaler * IM[fd][j]
    return IM

But please do follow the entire thing, you'll learn a lot more than just copy-pasting this code! There's a Jupyter notebook as well, btw.

Hope that helps someone, I personally found it extremely useful for my very particular task (Absorbing Markov Chain) where I wasn't able to use any non-standard packages.