Symmetric Matrix Inversion in C using CBLAS/LAPACK
问题 I am writing an algorithm in C that requires Matrix and Vector multiplications. I have a matrix Q (W x W) which is created by multiplying the transpose of a vector J (1 x W) with itself and adding Identity matrix I , scaled using scalar a . Q = [(J^T) * J + aI]. I then have to multiply the inverse of Q with vector G to get vector M . M = (Q^(-1)) * G. I am using cblas and clapack to develop my algorithm. When matrix Q is populated using random numbers (type float) and inverted using the