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c++lapack++

How to calculate determinant matrix with lapack++ (2.5+)

What is the best (fastest) way to calculate the determinant of a (non symmetric, squared) LaMatGenDouble matrix with the lapack++ library?

Solution

  • One way to calculate the determinant is using the LU decomposition:

      LaVectorLongInt pivots(A.cols());

  LUFactorizeIP(A, pivots);

  double detA = 1;
  for (int i = 0; i < A.cols(); ++i)
    detA *= A(i, i);

    Warning, A will change, so making a copy is probably advised.