Function rgsl::linear_algebra::LU_invert

pub fn LU_invert(
    lu: &MatrixF64, 
    p: &Permutation, 
    inverse: &mut MatrixF64
) -> Value

This function computes the inverse of a matrix A from its LU decomposition (LU,p), storing the result in the matrix inverse. The inverse is computed by solving the system A x = b for each column of the identity matrix. It is preferable to avoid direct use of the inverse whenever possible, as the linear solver functions can obtain the same result more efficiently and reliably (consult any introductory textbook on numerical linear algebra for details).